کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6868597 1440028 2018 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
ABC model selection for spatial extremes models applied to South Australian maximum temperature data
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
ABC model selection for spatial extremes models applied to South Australian maximum temperature data
چکیده انگلیسی
Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory. Statistical inference for such models is complicated by the intractability of the multivariate density function. Nonparametric, composite likelihood-based, and Bayesian approaches have been proposed to address this difficulty. More recently, a simulation-based approach using approximate Bayesian computation (ABC) has been employed for estimating parameters of max-stable models. ABC algorithms rely on the evaluation of discrepancies between model simulations and the observed data rather than explicit evaluations of computationally expensive or intractable likelihood functions. The use of an ABC method to perform model selection for max-stable models is explored. Three max-stable models are regarded: the extremal-t model with either a Whittle-Matérn or a powered exponential covariance function, and the Brown-Resnick model with power variogram. In addition, the non-extremal Student-t copula model with a Whittle-Matérn or a powered exponential covariance function is also considered. The method is applied to annual maximum temperature data from 25 weather stations dispersed around South Australia.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 128, December 2018, Pages 128-144
نویسندگان
, , , , ,