Stability and contagion measures for spatial extreme value analyzes

Title:

Stability and contagion measures for spatial extreme value analyzes

Creator:

Fossica, Cecília, Fonseca, Cecília, Ferreira, Helena, Pereira, Luísa, and Martins, Ana Paula

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:53ed738e-b990-40d1-9be9-6e57b7b3f07b
uuid:53ed738e-b990-40d1-9be9-6e57b7b3f07b

Subject:

spatial extremes, max-stable processes, and extremal dependence

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated (Trenberth \cite{trenb1, trenb2}). So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the impact that an extreme precipitation (or temperature) in a location has on a surrounding region. Building on the Multivariate Extreme Value Theory we propose a contagion index and a stability index. The contagion index makes it possible to quantify the effect that an exceedance above a high threshold can have on a region. The stability index reflects the expected number of crossings of a high threshold in a region associated to a specific location i, given the occurrence of at least one crossing at that location. We will find some relations with well-known extremal dependence measures found in the literature, which will provide immediate estimators. For these estimators an application to the annual maxima precipitation in Portuguese regions is presented.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[914]-928

Source:

Kybernetika | 2014 Volume:50 | Number:6

Harvested from:

CDK

Metadata only:

false