A margin-free clustering algorithm appropriate for dependent maxima in the domain of attraction of an extreme-value copula
Eric Cormier · Oct 10, 2014
Date: 2014-10-10 Time: 15:30-16:30 Location: BURN 1205 Abstract: Extracting relevant information in complex spatial-temporal data sets is of paramount importance in statistical climatology. This is especially true when identifying spatial dependencies between quantitative extremes like heavy rainfall. The paper of Bernard et al. (2013) develops a fast and simple clustering algorithm for finding spatial patterns appropriate for extremes. They develop their algorithm by adapting multivariate extreme-value theory to the context of spatial clustering.