TITLE:
Sampling Geostatistical Structures in Extremal Framework
AUTHORS:
Fabrice Ouoba, Hay Yoba Talkibing, Diakarya Barro
KEYWORDS:
Extremal Index, Extremogram, Variogram, Copulas, Stationary Process, Extreme Values
JOURNAL NAME:
Open Journal of Statistics,
Vol.13 No.1,
February
24,
2023
ABSTRACT: Geostatistics of extreme values makes it possible to
model the asymptotic behavior of random phenomena that depend on time or space.
In this paper, we propose new models of the extremal coefficient of a
stationary random field where the cumulative distribution is associated with a
multivariate copula. More precisely, some models of extensions of the
extremogram and these derivatives are built
in a spatial framework. Moreover, both these two geostatistical tools are modeled using the extremal variogram which characterizes the asymptotic
stochastic behavior of the phenomena.