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  4. Geostatistics of Extremes : A Composite Likelihood Approach
 
doctoral thesis

Geostatistics of Extremes : A Composite Likelihood Approach

Gholam Rezaee, Mohammad Mehdi  
2010

Extreme climate events have been investigated by many researchers in recent decades, and statisticians too have developed statistical tools capable of dealing with them. Although extreme value theory has been extensively developed and used in modelling events such as extreme rainfall and heat waves, the spatial nature of climate data requires new tools to deal with spatial extremes. This thesis first reviews existing models and methods for modelling extreme events, and then combines spatial max-stable random processes and composite likelihood to allow likelihood-based inference on spatial extreme data. The properties of these models and estimators are assessed by simulation and a data set on Swiss temperature at 17 sites for 45 years is analysed, with simulation used to make predictions of future extreme events. The same methodology can be employed for extremes in one-dimensional space, and it is illustrated by the analysis of the extremes of a rainfall time series.

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Type
doctoral thesis
DOI
10.5075/epfl-thesis-4844
Author(s)
Gholam Rezaee, Mohammad Mehdi  
Advisors
Davison, Anthony Christopher  
Date Issued

2010

Publisher

EPFL

Publisher place

Lausanne

Thesis number

4844

Total of pages

180

Subjects

Climate rare event

•

Composite likelihood

•

Extreme value statistics

•

Gaussian process

•

Max-stable random process

•

Rainfall data

•

Random set

•

Temperature data

•

événements climatiques extrêmes

•

vraisemblance composite

•

statistique des valeurs extrêmes

•

processus gaussien

•

processus aléatoire max-stable

•

données pluviométriques

•

ensembles aléatoires

•

données de température

EPFL units
STAT  
Faculty
SB  
School
IMA
Doctoral School
EDMA  
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/52402
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