Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Geostatistics of extremes
 
research article

Geostatistics of extremes

Davison, Anthony C.  
•
Gholamrezaee, Mehdi Mohammad  
2012
Proceedings of the Royal Society of London Series A: Mathematical and Physical Sciences

We describe a prototype approach to flexible modelling for maxima observed at sites in a spatial domain, based on fitting of max-stable processes derived from underlying Gaussian random fields. The models we propose have generalised extreme-value marginal distributions throughout the spatial domain, consistent with statistical theory for maxima in simpler cases, and can incorporate both geostatistical correlation functions and random set components. Parameter estimation and fitting are performed through composite likelihood inference applied to observations from pairs of sites, with occurrence times of maxima taken into account if desired, and competing models are compared using appropriate information criteria. Diagnostics for lack of model fit are based on maxima from groups of sites. The approach is illustrated using annual maximum temperatures in Switzerland, with risk analysis proposed using simulation from the fitted max-stable model. Drawbacks and possible developments of the approach are discussed.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

Proc. R. Soc. A-2012-Davison-581-608.pdf

Type

Publisher's Version

Version

Published version

Access type

openaccess

Size

1.21 MB

Format

Adobe PDF

Checksum (MD5)

8038a79997792946bfb0dc26a33f6c75

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés