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
相关论文
共 50 条
  • [41] Spatial Downscaling Methods of Soil Moisture Based on Multisource Remote Sensing Data and Its Application
    Chen, Shaodan
    She, Dunxian
    Zhang, Liping
    Guo, Mengyao
    Liu, Xin
    WATER, 2019, 11 (07):
  • [42] An application of the Statistical DownScaling Model (SDSM) to simulate climatic data for streamflow modelling in Québec
    Gagnon, Sébastien
    Singh, Bhawan
    Rousselle, Jean
    Roy, Luc
    Canadian Water Resources Journal, 2005, 30 (04) : 297 - 314
  • [43] Extremal behaviour of a periodically controlled sequence with imputed values
    Helena Ferreira
    Ana Paula Martins
    Maria da Graça Temido
    Statistical Papers, 2021, 62 : 2991 - 3013
  • [44] Extremal behaviour of a periodically controlled sequence with imputed values
    Ferreira, Helena
    Martins, Ana Paula
    da Graca Temido, Maria
    STATISTICAL PAPERS, 2021, 62 (06) : 2991 - 3013
  • [45] Processing aggregated data: the location of clusters in health data
    Kevin Buchin
    Maike Buchin
    Marc van Kreveld
    Maarten Löffler
    Jun Luo
    Rodrigo I. Silveira
    GeoInformatica, 2012, 16 : 497 - 521
  • [46] Processing aggregated data: the location of clusters in health data
    Buchin, Kevin
    Buchin, Maike
    van Kreveld, Marc
    Loeffler, Maarten
    Luo, Jun
    Silveira, Rodrigo I.
    GEOINFORMATICA, 2012, 16 (03) : 497 - 521
  • [47] Extremal behaviour of models with multivariate random recurrence representation
    Klueppelberg, Claudia
    Pergamenchtchikov, Serguei
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2007, 117 (04) : 432 - 456
  • [48] Data wrangling practices and collaborative interactions with aggregated data
    Shiyan Jiang
    Jennifer Kahn
    International Journal of Computer-Supported Collaborative Learning, 2020, 15 : 257 - 281
  • [49] Comparing population distributions from bin-aggregated sample data: An application to historical height data from France
    Duclos, Jean-Yves
    Leblanc, Josee
    Sahn, David E.
    ECONOMICS & HUMAN BIOLOGY, 2011, 9 (04) : 419 - 437
  • [50] The limiting extremal behaviour of speculative returns: An analysis of intra-daily data from the Frankfurt Stock Exchange
    Lux, T
    COMPUTATION IN ECONOMICS, FINANCE AND ENGINEERING: ECONOMIC SYSTEMS, 2000, : 29 - 33