New exploratory tools for extremal dependence: networks and annual extremal networks

DOI10.1007/S13253-019-00356-4zbMATH Open1426.62349arXiv1901.08169OpenAlexW2963057514MaRDI QIDQ2273002FDOQ2273002

Authors: Whitney K. Huang, Daniel Cooley, Imme Ebert-Uphoff, Chen Chen, Snigdhansu Chatterjee 

Publication date: 18 September 2019

Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Abstract: Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work we propose the $chi$ network and the annual extremal network for exploring the extremal dependence structure of environmental processes. A $chi$ network is constructed by connecting pairs whose estimated upper tail dependence coefficient, $hatchi$, exceeds a prescribed threshold. We develop an initial $chi$ network estimator and we use a spatial block bootstrap to assess both the bias and variance of our estimator. We then develop a method to correct the bias of the initial estimator by incorporating the spatial structure in $chi$. In addition to the $chi$ network, which assesses spatial extremal dependence over an extended period of time, we further introduce an annual extremal network to explore the year-to-year temporal variation of extremal connections. We illustrate the $chi$ and the annual extremal networks by analyzing the hurricane season maximum precipitation at the US Gulf Coast and surrounding area. Analysis suggests there exists long distance extremal dependence for precipitation extremes in the study region and the strength of the extremal dependence may depend on some regional scale meteorological conditions, for example, sea surface temperature.

Full work available at URL: https://arxiv.org/abs/1901.08169

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zbMATH Keywords

networksspatial extremesprecipitationhurricanesexternal dependence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

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Cited In (2)

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Uses Software

• R
• gss
• glasso
• fields
• ismev
• TETRAD
• evd

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