空间极大值的相关性
Dependence of maxima in space
摘要：
我们提出了一个系数，衡量大的空间过程的极大值之间的依赖性。其主要特性是：a）可以考虑$k$位置; b）它采用$[0,1]$中的值，值越高表示依赖性越强; c）它与随机场的单变量边缘分布无关; d）它可以与尾部依赖性和极值系数相关; e）它与多变量分布的一致性一致; f）它具有地质统计学变差函数的特殊情况;（1）可以很容易地估计。
英文摘要：
We propose a coefficient that measures the dependence among large values for spatial processes of maxima. Its main properties are: a) $k$ locations can be taken into account; b) it takes values in $[0,1]$ and higher values indicate stronger dependence; c) it is independent of the univariate marginal distributions of the random field; d) it can be related with the tail dependence and the extremal coefficients; e) it agrees with the concordance property for multivariate distributions; f) it has as a particular case the variogram from geostatistics; g) it can be easily estimated.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
