Abstract: The method of the invention includes the following stages: a first stage for identifying the first order statistical anomalies on the basis of a set of raw regionalized data, a second stage for identifying second order statistical anomalies on the basis of the first order anomalies with extraction of the components considered as anomalistic components and components considered as coherent in space, establishing a quantified relation between any combination of the estimated values of the anomalistic components of the first and/or second order and any combination of the estimated values of the coherent components of the first and/or second order. The method can be applied in particular to geophysical data, image data obtained by physical methods or even to any type of sampling of natural phenomena.