The assessment of long‐term trends in environmental extremes is a challenging and important subject in the current discussion on global climate change. We propose a new approach for evaluating temporal trends and spatial homogeneity in extremes accounting also for spatial dependence. Based on exceedances over a space–time threshold, we provide estimators for a so‐called scedasis function and the extreme value parameters. Two novel test statistics based on the scedasis function provide a way to assess space–time inhomogeneities. Finally, we propose a procedure to achieve stationarity in space and time and evaluate residual extremal dependence over space through a variogram analysis that includes anisotropy.
Space–time trends and dependence of precipitation extremes in North‐Western Germany
R. Cabral,Ana Ferreira,Petra Friederichs
Published 2020 in Environmetrics
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- Publication year
2020
- Venue
Environmetrics
- Publication date
2020-05-01
- Fields of study
Geography, Environmental Science
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Semantic Scholar
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