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Statistical methods for assessing the contagion of spatial extreme events among regions

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  • Luísa Pereira
  • Cecília Fonseca

Abstract

The impact that large values of a spatial process of maxima over a finite region of locations, R⊂R2 , can have on a surrounding region of R is an important issue in risk management and an accurate assessment of the impact can prevents the occurrence of other disasters. This paper provides a set of contagion coefficients, on the assumption of max-stability, that can be applied in environmental and societal phenomena. These coefficients can be written as functions of well-known extremal dependence coefficients, leading to a simple estimation method for them. The performance of the proposed estimators are analyzed with a max-stable maxima of moving maxima random field. Applications of the introduced coefficients to annual maxima precipitation in regions of the northeast of United States of America are described.

Suggested Citation

  • Luísa Pereira & Cecília Fonseca, 2019. "Statistical methods for assessing the contagion of spatial extreme events among regions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(13), pages 3208-3218, July.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3208-3218
    DOI: 10.1080/03610926.2018.1473612
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