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Institut für Wasser- und Umweltsystemmodellierung - IWS

Abstract

 
   

"Beyond correlation in spatial statistics modeling"

The need to model interdependence beyond correlation in spatial statistics is illustrated. A multivariate model, which can be seen as a member of the elliptical distribution family, is introduced. It is shown that this model: 1. can be seen as an extension to the gaussian model; 2. allows a low dimensional modeling of joint cumulants of order greater than two (i.e. correlations); 3. Is spatially consistent.