Regionalization approaches for the spatial analysis of extremal dependence

Abstract The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their spatial dependencies over a continuous area. Most existing parametric models of max-stable processes assume spatial stationarity and are therefore not suitable for the application to data that cover a large and heterogeneous area. For this reason, it has recently been proposed to employ a clustering algorithm to divide the area of investigation into smaller regions and to fit parametric max-stable processes to the data within those regions. We investigate this clustering algorithm further and point out that there are cases in which it results in regions on which spatial stationarity is not a reasonable assumption. We propose an alternative clustering algorithm and demonstrate in a simulation study that it can lead to improved results. We also apply the two algorithms to precipitation data from a global climate model.