The pair-copula construction for spatial data: a new approach to model spatial dependency

Gräler Benedikt, Pebesma Edzer

Forschungsartikel (Zeitschrift)

Zusammenfassung

Copulas are a flexible tool to model dependence of random variables. They cover the range from perfect negative topositive dependence, include the independent case and incorporate asymmetric dependence as well as the widely usedGaussian dependence structure. The pair-copula construction for multivariate copulas exploits the ease of bivariatecopulas and suggests a decomposition of a multivariate copula into a set of bivariate ones. We successfully adaptedthis approach for spatial data and developed a powerful spatial pair-copula based interpolation method.

Details zur Publikation

FachzeitschriftProcedia Environmental Sciences
Jahrgang / Bandnr. / Volume7
Ausgabe / Heftnr. / Issue0
Seitenbereich206-211
StatusVeröffentlicht
Veröffentlichungsjahr2011
Sprache, in der die Publikation verfasst istEnglisch
DOI10.1016/j.proenv.2011.07.036
Link zum Volltexthttp://www.sciencedirect.com/science/article/pii/S1878029611001630
Stichwörtervine copulas; pair-copula; interpolation; spatial dependence

Autor*innen der Universität Münster

Gräler, Benedikt
Professur für Geoinformatik (Prof. Pebesma)
Pebesma, Edzer
Professur für Geoinformatik (Prof. Pebesma)