summary:Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. In this paper we introduce a measure that evaluates the dependence among extreme observations located in two disjoint sets of locations of $\mathbb{R}^2$. We compute the range of this new dependence measure, which extends the existing $\lambda$-madogram concept, and compare it with extremal coefficients, finding generalizations of the known relations in the pairwise approach. Estimators for this measure are introduced and asymptotic normality and strong consistency are shown. An application to the annual maxima precipitation in Portuguese regions is present...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...
The asymptotic results that underlie applications of extreme random fields often assume that the va...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
summary:Spatial environmental processes often exhibit dependence in their large values. In order to ...
Max-stable processes play a fundamental role in modeling the spatial dependence of extremes because ...
International audienceA strong statistical research effort has been devoted in multivariate extreme ...
International audienceCharacterizing the behaviour of multivariate or spatial extreme values is of f...
Modeling the joint distribution of extreme events at multiple locations is a challenging task with i...
The areal modeling of the extremes of a natural process such as rainfall or temperature is important...
• One common way to deal with extreme value analysis in spatial statistics is by using the max-stabl...
AbstractSpatial statistics deals with statistical methods in which spatial locations play an explici...
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number ...
A maioria dos modelos matemáticos desenvolvidos para eventos raros são baseados em modelos probabilí...
International audienceOne of the main concerns in extreme value theory is to quantify the dependence...
International audienceFor a wide range of applications in hydrology, the probability distribution of...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...
The asymptotic results that underlie applications of extreme random fields often assume that the va...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
summary:Spatial environmental processes often exhibit dependence in their large values. In order to ...
Max-stable processes play a fundamental role in modeling the spatial dependence of extremes because ...
International audienceA strong statistical research effort has been devoted in multivariate extreme ...
International audienceCharacterizing the behaviour of multivariate or spatial extreme values is of f...
Modeling the joint distribution of extreme events at multiple locations is a challenging task with i...
The areal modeling of the extremes of a natural process such as rainfall or temperature is important...
• One common way to deal with extreme value analysis in spatial statistics is by using the max-stabl...
AbstractSpatial statistics deals with statistical methods in which spatial locations play an explici...
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number ...
A maioria dos modelos matemáticos desenvolvidos para eventos raros são baseados em modelos probabilí...
International audienceOne of the main concerns in extreme value theory is to quantify the dependence...
International audienceFor a wide range of applications in hydrology, the probability distribution of...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...
The asymptotic results that underlie applications of extreme random fields often assume that the va...
We present properties of a dependence measure that arises in the study of extreme values in multivar...