New Exploratory Tools for Extremal Dependence: $$\chi $$χ Networks and Annual Extremal Networks

@article{Huang2019NewET,
  title={New Exploratory Tools for Extremal Dependence: \$\$\chi \$\$$\chi$ Networks and Annual Extremal Networks},
  author={Whitney K. Huang and D. Cooley and I. Ebert-Uphoff and Chen Chen and Snigdhansu Chatterjee},
  journal={Journal of Agricultural, Biological and Environmental Statistics},
  year={2019},
  pages={1-18}
}
Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work, we propose the $$\chi $$χ network and the annual extremal network for exploring the extremal dependence structure of environmental processes. A $$\chi $$χ network is constructed by connecting pairs whose estimated upper tail dependence coefficient, $${{\hat{\chi }}}$$χ^, exceeds a prescribed threshold. We develop an initial $$\chi $$χ network estimator, and… Expand

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