Modelling non-stationarity in asymptotically independent extremes

Murphy-Barltrop, C.J.R. and Wadsworth, J.L. (2024) Modelling non-stationarity in asymptotically independent extremes. Computational Statistics and Data Analysis, 199: 108025. ISSN 0167-9473

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Abstract

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can exist within both the marginal distributions and dependence structure, resulting in complex data structures. In the context of extremes, few methods have been proposed for modelling trends in extremal dependence, even though capturing this feature is important for quantifying joint impact. Moreover, most proposed techniques are only applicable to data structures exhibiting asymptotic dependence. Motivated by observed dependence trends of data from the UK Climate Projections, a novel semi-parametric modelling framework for bivariate extremal dependence structures is proposed. This framework can capture a wide variety of dependence trends for data exhibiting asymptotic independence. When applied to the climate projection dataset, the model detects significant dependence trends in observations and, in combination with models for marginal non-stationarity, can be used to produce estimates of bivariate risk measures at future time points.

Item Type:
Journal Article
Journal or Publication Title:
Computational Statistics and Data Analysis
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1703
Subjects:
?? computational theory and mathematicscomputational mathematicsapplied mathematicsstatistics and probability ??
ID Code:
222291
Deposited By:
Deposited On:
18 Jul 2024 00:04
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Oct 2024 00:58