A Hierarchical Model for Extreme Wind Speeds

DOI10.1111/J.1467-9876.2006.00557.XMaRDI QIDQ3435366zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

extreme value theorygeneralized Pareto distributionhierarchical modelMarkov chainwind 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)

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Cites work

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

Cited in

(31)

• Bayesian inference for clustered extremes
• Hierarchical random effect models for coastal erosion of cliffs in the holderness coast
• Using the gh distribution to model extreme wind speeds.
• \(k\)th-order Markov extremal models for assessing heatwave risks
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• Parameter estimation of the generalized Pareto distribution. I
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
• Statistical spectrum model of wind velocity at Beijing Meteorological Tower
• Convergence of a transition probability tensor of a higher-order Markov chain to the stationary probability vector.
• Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach
• scientific article; zbMATH DE number 1507393 (Why is no real title available?)
• 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
• Modelling Extreme Wind Speeds in Regions Prone to Hurricanes
• Mapping return values of extreme wind speeds
• Bayesian uncertainty management in temporal dependence of extremes
• Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
• Geostatistics of extremes
• Estimation of the Pareto and related distributions – A reference-intrinsic approach
• Statistical modeling of spatial extremes
• Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
• Asymptotic models and inference for extremes of spatio-temporal data
• Spatial modeling of extreme snow depth
• An exponential-gamma mixture model for extreme Santa Ana winds
• A Bayesian spatial hierarchical model for extreme precipitation in Great Britain
• Nonstationarity in peaks-over-threshold river flows: a regional random effects model
• Using extreme value theory to evaluate the leading Pedestrian interval road safety intervention
• Fast and scalable inference for spatial extreme value models
• Extreme value statistics for analysing simulated environmental extremes
• Exceedance probability of the integral of a stochastic process

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Uses Software

• ismev

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