ARTICLE
Sampling Geostatistical Structures in Extremal Framework
- Open Journal of Statistics , 13 (2) : 46-60
Lien de l'article :
http://dx.doi.org/10.17654/0972361723058.
Discipline :
Mathématiques, Physique, Chimie et Informatique
Auteur(s) :
Fabrice Ouoba, Hay Yoba Talkibing, Diakarya Barro.
Renseignée par : OUOBA Fabrice
Résumé
Geostatistics of extreme values makes it possible to model the asymptotic be-havior of random phenomena that depend on time or space. In this paper, wepropose new models of the extremal coefficient of a stationary random fieldwhere the cumulative distribution is associated with a multivariate copula.More precisely, some models of extensions of the extremogram and these de-rivatives are built in a spatial framework. Moreover, both these two geostatisticaltools are modeled using the extremal variogram which characterizes theasymptotic stochastic behavior of the phenomena.
Mots-clés
Extremal Index, Extremogram, Variogram, Copulas, Stationary Process,Extreme Values.