Inference for an extreme value model accounting for inter-site dependence

Gabd, Darmesah and Tawn, Jonathan (2017) Inference for an extreme value model accounting for inter-site dependence. In: 4th International Conference on Mathematical Sciences - Mathematical Sciences. AIP Conference Proceedings . American Institute of Physics Inc., MYS. ISBN 9780735414983

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The spatial extreme value data observed at many sites is usually modelled by a multivariate extreme value distribution to take into account the inter-site dependence. However, the analysis involving many sites could create computational and mathematical issues because of the high dimensionality. This study will illustrate an alternative method to come up with estimates for dependent extreme data. The main interest will be in the trend parameter estimate and its standard error. We will show a simulation study to illustrate the advantages of the alternative method to the multivariate extreme value distribution.

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28 Oct 2022 09:30
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21 Nov 2022 17:50