| Titre : | Statistical models for bivariate extremal analysis of a spatial process |
| Titre original : | Modèles statistiques pour l'analyse extremal bivariate d'un processus spatial |
| Auteurs : | Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur |
| Type de document : | Article : texte imprimé |
| Dans : | Journal of hydraulic research (Vol. 46 extra issue, Mars/Avril 2008) |
| Article en page(s) : | pp. 257-270 |
| Note générale : |
Hydraulique
Résumé en Français |
| Langues : | Anglais |
| Index. décimale : | 627 (Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques) |
| Tags : | Bivariate extreme value models Coefficient of tail dependence Dependence measures Joint probability Point process Spatial Threshold exceedance |
| Résumé : |
In the present paper different dependence measures are examined to investigate the structure of a spatial process of storm surges in the Dutch part of the North Sea. Four different dependence measures are implemented to the data: (1) the correlation coefficient as well as the Spearman (rank) correlation of the sample, (2) the transformation of the variables to determine the marginal distributions, (3) the dependence measures (χ,-) and (4) the coefficient of tail dependence η. Two different approaches for modelling the threshold exceedances are examined, namely the implementation of bivariate extreme value models and the use of more general point process characterizations of extremal dependence. The strength of dependence appears to vary with the location as well as with the separation distance. It is also observed that the point process approach estimates are in general lower than those using the bivariate threshold exceedance models.
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| DEWEY : | 627 |
| ISSN : | 0022-1686 |
| En ligne : | http://www.journalhydraulicresearch.com |
