Threshold modeling of nonstationary extremes

Northrop, P.J. and Jonathan, P. and Randell, D. (2016) Threshold modeling of nonstationary extremes. In: Extreme Value Modeling and Risk Analysis. CRC Press, pp. 87-108. ISBN 9781498701310

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Abstract

It is common for extremes of a variable to be nonstationary, varying systemati cally with covariate values. We consider the incorporation of covariate effects into threshold-based extreme value models, using parametric and nonparametric regres sion functions. We use quantile regression to set a covariate-dependent threshold. As an example we model storm peak significant wave heights as a function of storm direction, season, and a climate index. © 2016 by Taylor & Francis Group, LLC.

Item Type:
Contribution in Book/Report/Proceedings
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ID Code:
133056
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Deposited On:
23 Apr 2019 13:50
Refereed?:
No
Published?:
Published
Last Modified:
18 Nov 2020 10:46