Geodesic
Stability and contagion measures for spatial extreme value analyzes
Kybernetika, Tome 50 (2014) no. 6, pp. 914-928

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As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated (Trenberth [20, 21]). So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the impact that an extreme precipitation (or temperature) in a location has on a surrounding region. Building on the Multivariate Extreme Value Theory we propose a contagion index and a stability index. The contagion index makes it possible to quantify the effect that an exceedance above a high threshold can have on a region. The stability index reflects the expected number of crossings of a high threshold in a region associated to a specific location $i$, given the occurrence of at least one crossing at that location. We will find some relations with well-known extremal dependence measures found in the literature, which will provide immediate estimators. For these estimators an application to the annual maxima precipitation in Portuguese regions is presented.
DOI : 10.14736/kyb-2014-6-0914
Classification : 60G70, 86A05, 86A10
Keywords: spatial extremes; max-stable processes; extremal dependence 
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Fonseca, Cecília; Ferreira, Helena; Pereira, Luísa; Martins, Ana Paula. Stability and contagion measures for spatial extreme value analyzes. Kybernetika, Tome 50 (2014) no. 6, pp. 914-928. doi: 10.14736/kyb-2014-6-0914

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