Extremal Behavior of Aggregated Data with an Application to Downscaling
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The distribution of spatially aggregated data from a stochastic process X may exhibit a different tail behavior than its marginal distributions. For a large class of aggregating functionals ℓ we introduce the ℓ-extremal coefficient that quantifies this difference as a function of the extremal spatial dependence in X. We also obtain the joint extremal dependence for multiple aggregation functionals applied to the same process. Explicit formulas for the ℓ-extremal coefficients and multivariate dependence structures are derived in important special cases. The results provide a theoretical link between the extremal distribution of the aggregated data and the corresponding underlying process, which we exploit to develop a method for statistical downscaling. We apply our framework to downscale daily temperature maxima in the south of France from a gridded data set and use our model to generate high resolution maps of the warmest day during the 2003 heatwave.
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