A hierarchical max-stable spatial model for extreme precipitation
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Publication:98949
DOI10.1214/12-AOAS591zbMATH Open1257.62120arXiv1301.1530WikidataQ36945913 ScholiaQ36945913MaRDI QIDQ98949FDOQ98949
Authors: Brian J. Reich, Benjamin A. Shaby, Brian J. Reich, Benjamin A. Shaby 
Publication date: 1 December 2012
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1301.1530
Recommendations
Gaussian extreme value processesgeneralized extreme value distributionpositive stable distributionregional climate model
Inference from spatial processes (62M30) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
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