A Hierarchical Model for Extreme Wind Speeds

DOI10.1111/J.1467-9876.2006.00557.XzbMath1109.62115OpenAlexW2000412447MaRDI QIDQ3435366

Lee Fawcett, David Walshaw

Publication date: 26 April 2007

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9876.2006.00557.x

zbMATH Keywords

Markov chainhierarchical modelextreme value theorygeneralized Pareto distributionwind speeds

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Meteorology and atmospheric physics (86A10)

Related Items (17)

Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach ⋮ \(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Geostatistics of extremes ⋮ Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather ⋮ Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector ⋮ Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches ⋮ Asymptotic models and inference for extremes of spatio-temporal data ⋮ Spatial modeling of extreme snow depth ⋮ A hierarchical model for serially-dependent extremes: a study of heat waves in the western US ⋮ A spatio-temporal dynamic regression model for extreme wind speeds ⋮ Bayesian uncertainty management in temporal dependence of extremes ⋮ Parameter estimation of the generalized Pareto distribution. I ⋮ A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge ⋮ Statistical modeling of spatial extremes ⋮ Bayesian inference for clustered extremes ⋮ Exceedance probability of the integral of a stochastic process ⋮ Estimation of the Pareto and related distributions – A reference-intrinsic approach

Uses Software

• ismev

Cites Work

• Extremes and related properties of random sequences and processes
• The extremal index for a Markov chain
• Posterior distribution of hierarchical models using CAR(1) distributions
• An introduction to statistical modeling of extreme values

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