Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149670 | Journal of Statistical Planning and Inference | 2009 | 10 Pages |
Abstract
The extremes of environmental processes are often of interest due to the damage that can be caused by extreme levels of the processes. These processes are often spatial in nature and modelling the extremes jointly at many locations can be important. In this paper, an extension of the Gaussian max-stable process is developed, enabling data from a number of locations to be modelled under a more flexible framework than in previous applications. The model is applied to annual maximum rainfall data from five sites in South-West England. For estimation we employ a pairwise likelihood within a Bayesian analysis, incorporating informative prior information.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Elizabeth L. Smith, Alec G. Stephenson,