JSM Preliminary Online Program
This is the preliminary program for the 2006 Joint Statistical Meetings in Seattle, Washington.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2006 Program page

Activity Number: 530
Type: Topic Contributed
Date/Time: Thursday, August 10, 2006 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #305655
Title: Dependence Estimation and Prediction in Max-Stable Random Fields
Author(s): Daniel Cooley*+ and Philippe Naveau and Richard Davis
Companies: Colorado State University and Laboratoire des Sciences du Climat et de l'Environnement and Colorado State University
Address: Department of Statistics, Fort Collins, CO, 80523-1877,
Keywords: extreme value theory ; spatial statistics ; geostatistics ; variogram ; madogram ; kriging
Abstract:

Spatial data gives rise to two immediate questions: how to measure spatial dependence and how to perform spatial prediction. The field of geostatistics answers these questions using the variogram and kriging. However, geostatistical methods are not well-suited for extreme observations. To measure spatial dependence in max-stable random fields, we propose the madogram---a first-order variogram similar to geostatistical methods that benefits from a convenient relationship with multivariate extreme- value distributions and the extremal coefficient, an existing measure of dependence for extremes. We are working on the problem of spatial prediction and have investigated several predictors.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2006 program

JSM 2006 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised April, 2006