A hierarchical max-stable spatial model for extreme precipitation
From MaRDI portal
(Redirected from Publication:98949)
Abstract: Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme values. While these models satisfy modeling requirements, they are limited in their utility because their corresponding joint likelihoods are unknown for more than a trivial number of spatial locations, preventing, in particular, Bayesian analyses. In this paper, we propose a new random effects model to account for spatial dependence. We show that our specification of the random effect distribution leads to a max-stable process that has the popular Gaussian extreme value process (GEVP) as a limiting case. The proposed model is used to analyze the yearly maximum precipitation from a regional climate model.
Recommendations
Cites work
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 52492 (Why is no real title available?)
- scientific article; zbMATH DE number 472974 (Why is no real title available?)
- scientific article; zbMATH DE number 2020395 (Why is no real title available?)
- scientific article; zbMATH DE number 1522729 (Why is no real title available?)
- A spectral representation for max-stable processes
- An equivalent representation of the Brown-Resnick process
- An extended Gaussian max-stable process model for spatial extremes
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Bayesian Variable Selection for Multivariate Spatially Varying Coefficient Regression
- Bayesian inference from composite likelihoods, with an application to spatial extremes
- Capturing the multivariate extremal index: bounds and interconnections
- Continuous spatial process models for spatial extreme values
- Extreme value theory. An introduction.
- Fixed Rank Kriging for Very Large Spatial Data Sets
- Gaussian Predictive Process Models for Large Spatial Data Sets
- Handbook of spatial statistics.
- High-dimensional parametric modelling of multivariate extreme events
- Inequalities for the extremal coefficients of multivariate extreme value distributions
- Likelihood-based inference for max-stable processes
- Modelling multivariate extreme value distributions
- Models for dependent extremes using stable mixtures
- Models for stationary max-stable random fields
- Nonparametric Bayesian inference for the spectral density function of a random field
- Nonparametric Bayesian models for a spatial covariance
- On spatial extremes: with application to a rainfall problem
- On the estimation and application of max-stable processes
- On the likelihood function of Gaussian max-stable processes
- On the structure and representations of max-stable processes
- Point processes and multivariate extreme values
- Quasi-Likelihood and Optimal Estimation, Correspondent Paper
- Simulation of Brown-Resnick processes
- Spatial modeling of extreme snow depth
- Stationary max-stable fields associated to negative definite functions
- Variograms for spatial max-stable random fields
Cited in
(71)- Modeling extreme values of processes observed at irregular time steps: application to significant wave height
- Projecting flood-inducing precipitation with a Bayesian analogue model
- A Space-Time Skew-t Model for Threshold Exceedances
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Computationally efficient spatial modeling of annual maximum 24‐h precipitation on a fine grid
- Non-stationary dependence structures for spatial extremes
- Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations
- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Geostatistics of dependent and asymptotically independent extremes
- Spatial hierarchical modeling of precipitation extremes from a regional climate model
- Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model
- Asymptotic models and inference for extremes of spatio-temporal data
- Fast and scalable inference for spatial extreme value models
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Valid Model-Free Spatial Prediction
- Advances in statistical modeling of spatial extremes
- A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling
- A modeler's guide to extreme value software
- A Spatial Markov Model for Climate Extremes
- High-dimensional inference using the extremal skew-\(t\) process
- Continuous spatial process models for spatial extreme values
- scientific article; zbMATH DE number 927324 (Why is no real title available?)
- Geoadditive modeling for extreme rainfall data
- Exploration and inference in spatial extremes using empirical basis functions
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Spatial dependence of extreme seas in the North East Atlantic from satellite altimeter measurements
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
- A regionalisation approach for rainfall based on extremal dependence
- How do mobility restrictions and social distancing during COVID-19 affect oil price?
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- A multivariate spatial skew-t process for joint modeling of extreme precipitation indexes
- Basin-wide spatial conditional extremes for severe ocean storms
- Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes
- Spatio-temporal prediction of missing temperature with stochastic Poisson equations. The LC2019 team winning entry for the EVA 2019 data competition
- Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
- On the performance of the Bayesian composite likelihood estimation of max-stable processes
- A hierarchical model for the analysis of spatial rainfall extremes
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- hkevp
- Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- A Bayesian spatial hierarchical model for extreme precipitation in Great Britain
- A model for the directional evolution of severe ocean storms
- Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model
- Modeling short-ranged dependence in block extrema with application to polar temperature data
- A hierarchical Bayesian non-asymptotic extreme value model for spatial data
- The poly-log Weibull model applied to space-time interpolation of temperature
- Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
- Improved return level estimation via a weighted likelihood, latent spatial extremes model
- Modeling first arrival of migratory birds using a hierarchical max-infinitely divisible process
- Probabilities of concurrent extremes
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
- The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles
- Spatio-temporal modelling of extreme storms
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- CRPS M-estimation for max-stable models
- Section on the special year for Mathematics of Planet Earth (MPE 2013)
- Likelihood estimators for multivariate extremes
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
- Efficient Modeling of Spatial Extremes over Large Geographical Domains
- Probabilistic reanalysis of storm surge extremes in Europe
- Equivalent representations of max-stable processes via ^p-norms
- Extreme events of Markov chains
- Bayesian hierarchical modeling of extreme hourly precipitation in Norway
- Visuanimation in statistics
- Full likelihood inference for max-stable data
- Comment on article by Page and Quintana
- Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
This page was built for publication: A hierarchical max-stable spatial model for extreme precipitation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q98949)
