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

Seiten: 6
Veröffentlichungsjahr: 2011
Sprache, in der die Publikation verfasst ist: Englisch
Link zum Volltext: http://www.sciencedirect.com/science/article/pii/S1878029611001630