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Communication Dans Un Congrès Année : 2008

Testing for spatial asymptotic independence of extremes using the madogram

Résumé

For spatial processes such as environmental ones, it is of great importance to understand how extreme events tend to occur jointly or separately. After a brief reminder on the concept of dependence of extremes, a madogram is introduced that conveys the relevant information of asymptotic dependence. In order to determine if the field is asymptotically independent at several lags, a multiple test procedure is derived, based on the bootstrap distribution of the number of times the null hypothesis is rejected. It is then tested on three classical spatial models and finally applied to two environmental datasets.
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Dates et versions

hal-01197535 , version 1 (11-09-2015)

Identifiants

  • HAL Id : hal-01197535 , version 1
  • PRODINRA : 49086

Citer

Jean-Noël Bacro, Liliane Bel, Christian Lantuéjoul. Testing for spatial asymptotic independence of extremes using the madogram. GEOSTATS 2008: 8. International Geostatistics Congress, Dec 2008, Santiago, Chile. ⟨hal-01197535⟩
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