Geostatistics of Dependent and Asymptotically Independent Extremes

A. C. Davison, R. Huser, E. Thibaud

Research output: Contribution to journalArticlepeer-review

55 Scopus citations

Abstract

Spatial modeling of rare events has obvious applications in the environmental sciences and is crucial when assessing the effects of catastrophic events (such as heatwaves or widespread flooding) on food security and on the sustainability of societal infrastructure. Although classical geostatistics is largely based on Gaussian processes and distributions, these are not appropriate for extremes, for which max-stable and related processes provide more suitable models. This paper provides a brief overview of current work on the statistics of spatial extremes, with an emphasis on the consequences of the assumption of max-stability. Applications to winter minimum temperatures and daily rainfall are described.

Original languageEnglish (US)
Pages (from-to)511-529
Number of pages19
JournalMathematical Geosciences
Volume45
Issue number5
DOIs
StatePublished - Jul 1 2013

Keywords

  • Asymptotic independence
  • Brown-Resnick process
  • Gaussian process
  • Generalised Pareto distribution
  • Max-stable process
  • Statistics of extremes

ASJC Scopus subject areas

  • Mathematics (miscellaneous)
  • Earth and Planetary Sciences(all)

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