Spatial modeling of extreme snow depth
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Publication:652338
DOI10.1214/11-AOAS464zbMATH Open1228.62154arXiv1111.7091MaRDI QIDQ652338FDOQ652338
Authors: Juliette Blanchet, A. C. Davison 
Publication date: 14 December 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of multivariate extreme value theory. In this paper we describe the application of such processes in modeling the spatial dependence of extreme snow depth in Switzerland, based on data for the winters 1966--2008 at 101 stations. The models we propose rely on a climate transformation that allows us to account for the presence of climate regions and for directional effects, resulting from synoptic weather patterns. Estimation is performed through pairwise likelihood inference and the models are compared using penalized likelihood criteria. The max-stable models provide a much better fit to the joint behavior of the extremes than do independence or full dependence models.
Full work available at URL: https://arxiv.org/abs/1111.7091
Recommendations
Inference from spatial processes (62M30) Inference from stochastic processes (62M99) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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