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Dependence of maxima in space

Abstract

We propose a coefficient that measures the dependence among large values for spatial processes of maxima. Its main properties are: a) kk locations can be taken into account; b) it takes values in [0,1][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.

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