Regional Modelling of Extreme Storms via Max-Stable Processes
Asymptotic models for extremes of random processes often form the basis for estimating the extremal behaviour of environmental phenomena. Most such phenomena have a spatial dimension, and the aim of this paper is to develop a procedure for modelling in continuous space the spatial dependence within...
Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Methodological). - Royal Statistical Society, 1948. - 55(1993), 4, Seite 797-816 |
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1. Verfasser: | |
Format: | Online-Aufsatz |
Sprache: | English |
Veröffentlicht: |
1993
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Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Methodological) |
Schlagworte: | Environmental Processes Extreme Value Theory Max-Stable Processes Spatial Dependence Mathematics Environmental studies Applied sciences Social sciences Information science Behavioral sciences |
Zusammenfassung: | Asymptotic models for extremes of random processes often form the basis for estimating the extremal behaviour of environmental phenomena. Most such phenomena have a spatial dimension, and the aim of this paper is to develop a procedure for modelling in continuous space the spatial dependence within extreme events. A principal objective in the analysis--as with other current research on extremes--is to base inference on as much of the available data as possible. The modelling procedures are justified on simulated data and subsequently applied to a series of rainfall data. |
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ISSN: | 00359246 |