Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary. However, for data observed over large or complicated domains, non-stationarity will often prevail. Current methods for modelling non-stationarity in extremal dependence rely on models that are either computationally difficult to fit or require prior knowledge of covariates. Sampson and Guttorp (1992) proposed a simple technique for handling non-stationarity in spatial dependence by smoothly mapping the sampling locations of the process from the original geographical space to a latent space where stationarity can be reasonably assumed. We present an extension of this method to a spatial extremes framework by considering least squares minimisation of pairwise theoretical and empirical extremal dependence measures. Along with some practical advice on applying these deformations, we provide a detailed simulation study in which we propose three spatial processes with varying degrees of non-stationarity in their extremal and central dependence structures. The methodology is applied to Australian summer temperature extremes and UK precipitation to illustrate its efficacy compared to a naive modelling approach.
翻译:如果空间数据的极端依赖性结构是固定的,那么模拟空间数据极端依赖性结构就容易得多。但是,对于在大或复杂领域观察到的数据来说,非静止性往往会占上风。目前对极端依赖性进行建模的方法依靠的是那些在计算上难以适应或需要事先共同变数知识的模型。Sampson和Guttorp(1992年)提出了一个处理空间依赖性不常态的简单技术,方法是顺利地绘制过程取样地点图,从原始地理空间到一个可以合理假定可作常态性的潜在空间。我们通过考虑对等理论和经验极端依赖性措施的最小最小最小最小性,将这种方法扩展为空间极端性框架。除了关于应用这些变形的一些实用建议外,我们还提供了详细的模拟研究,其中我们提出了三种空间过程,其极端和中心依赖性结构不具有不同程度的不固定性。该方法适用于澳大利亚的夏季温度极端和英国的降水量,以说明其相对于天性建模方法的功效。