Extremal behaviour of aggregated data with an application to downscaling

被引:18
|
作者
Engelke, Sebastian [1 ]
De Fondeville, Raphael [2 ]
Oesting, Marco [3 ]
机构
[1] Univ Geneva, Res Ctr Stat, Blvd Pont Arve 40, CH-1205 Geneva, Switzerland
[2] Ecole Polytech Fed Lausanne, Inst Math, Stn 8, CH-1015 Lausanne, Switzerland
[3] Univ Siegen, Dept Math, Walter Flex Str 3, D-57068 Siegen, Germany
基金
瑞士国家科学基金会;
关键词
Aggregation; Geostatistics; Simulation of extreme events; Spatial extreme; Threshold exceedance; SIMULATION; INFERENCE; INDEPENDENCE; VALUES; PEAKS;
D O I
10.1093/biomet/asy052
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this difference as a function of the extremal spatial dependence in . We also obtain the joint extremal dependence for multiple aggregation functionals applied to the same process. Formulae for the -extremal coefficients and multivariate dependence structures are derived in important special cases. The results provide a theoretical link between the extremal distribution of the aggregated data and the corresponding underlying process, which we exploit to develop a method for statistical downscaling. We apply our framework to downscale daily temperature maxima in the south of France from a gridded dataset and use our model to generate high-resolution maps of the warmest day during the heatwave.
引用
收藏
页码:127 / 144
页数:18
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