A Hierarchical Model for Extreme Wind Speeds

DOI10.1111/J.1467-9876.2006.00557.XzbMATH Open1109.62115OpenAlexW2000412447MaRDI QIDQ3435366FDOQ3435366

Authors: 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

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zbMATH Keywords

Markov chainextreme value theoryhierarchical modelgeneralized Pareto distributionwind speeds

Mathematics Subject Classification ID

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

Cites Work

• An introduction to statistical modeling of extreme values
• 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

Cited In (26)

• Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
• Statistical spectrum model of wind velocity at Beijing Meteorological Tower
• Estimation of the Pareto and related distributions – A reference-intrinsic approach
• Geostatistics of extremes
• Asymptotic models and inference for extremes of spatio-temporal data
• Title not available (Why is that?)
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
• An exponential-gamma mixture model for extreme Santa Ana winds
• Bayesian inference for clustered extremes
• Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
• Hierarchical random effect models for coastal erosion of cliffs in the holderness coast
• A Bayesian spatial hierarchical model for extreme precipitation in Great Britain
• Nonstationarity in peaks-over-threshold river flows: a regional random effects model
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
• Exceedance probability of the integral of a stochastic process
• \(k\)th-order Markov extremal models for assessing heatwave risks
• A spatio-temporal dynamic regression model for extreme wind speeds
• Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach
• Spatial modeling of extreme snow depth
• Bayesian uncertainty management in temporal dependence of extremes
• Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector
• Statistical modeling of spatial extremes
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• Using the \(gh\) distribution to model extreme wind speeds.
• Parameter estimation of the generalized Pareto distribution. I

Uses Software

• ismev

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