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Article Dans Une Revue Environmetrics Année : 2008

Assessing extremal dependence of environmental spatial fields

Résumé

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, the performances of several estimators of the extremal coefficient are tested and compared using simulations of various spatial models. Two case studies (annual temperatures in France and precipitations in the French province Burgundy) are also presented.

Dates et versions

hal-01197586 , version 1 (11-09-2015)

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Liliane Bel, J.N. Bacro, Christian Lantuéjoul. Assessing extremal dependence of environmental spatial fields. Environmetrics, 2008, 19 (2), pp.163-182. ⟨10.1002/env.863⟩. ⟨hal-01197586⟩
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