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...

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Bibliographische Detailangaben
Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Methodological). - Royal Statistical Society, 1948. - 55(1993), 4, Seite 797-816
1. Verfasser: Coles, Stuart G. (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1993
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
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520 |a 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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