Geostatistical Analysis with Conditional Extremal Copulas


  •  Barro Diakarya    
  •  Diouf Saliou    
  •  Koté Blami    

Abstract

Geostatistics of extremes lies at the intersection of extreme values analysis and modelling the behavior of spatial events. In this paper we present a second-order stationary random field which describes the behavior of geostatistical data. The spatial dependence is characterized using the copula of the multivariate distribution underlying the process in multivariate extreme values context. The spatial copulas underlying the marginal processes are also characterized. The F-madogram of the distribution corresponding to the process is also modeled using a new conditional dependence function.


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