Geostatistical Analysis with Conditional Extremal Copulas

Barro Diakarya, Diouf Saliou, Koté Blami

Abstract


Geostatistics of extremes lies at the intersection of extreme values analysis and modelling the behavior of spatial events. In this paper we present a second-order stationary random field which describes the behavior of geostatistical data. The spatial dependence is characterized using the copula of the multivariate distribution underlying the process in multivariate extreme values context. The spatial copulas underlying the marginal processes are also characterized. The F-madogram of the distribution corresponding to the process is also modeled using a new conditional dependence function.

Full Text: PDF DOI: 10.5539/ijsp.v1n2p244

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

International Journal of Statistics and Probability   ISSN 1927-7032(Print)   ISSN 1927-7040(Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.

----------------------------------------------------------------------------------------------------------------------------------------------------------------------

doaj_logo_new_120 proquest_logo_120images_120.