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  1. Extremes
  2. Extremes : Volume 1
  3. Extremes : Volume 1, Issue 4, February 1999
  4. Spatial Regression Models for Extremes
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Extremes : Volume 20
Extremes : Volume 19
Extremes : Volume 18
Extremes : Volume 17
Extremes : Volume 16
Extremes : Volume 15
Extremes : Volume 14
Extremes : Volume 13
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Extremes : Volume 11
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Extremes : Volume 9
Extremes : Volume 8
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Extremes : Volume 6
Extremes : Volume 5
Extremes : Volume 4
Extremes : Volume 3
Extremes : Volume 2
Extremes : Volume 1
Extremes : Volume 1, Issue 4, February 1999
Pitfalls of Fitting Autoregressive Models for Heavy-Tailed Time Series
Estimation of the Extreme Flow Distributions by Stochastic Models
Spatial Regression Models for Extremes
Extremes : Volume 1, Issue 3, January 1999
Extremes : Volume 1, Issue 2, November 1998
Extremes : Volume 1, Issue 1, January 1998

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Spatial Regression Models for Extremes

Content Provider Springer Nature Link
Author Casson, Edward Coles, Stuart
Copyright Year 1999
Abstract Meteorological data are often recorded at a number of spatial locations. This gives rise to the possibility of pooling data through a spatial model to overcome some of the limitations imposed on an extreme value analysis by a lack of information. In this paper we develop a spatial model for extremes based on a standard representation for site-wise extremal behavior, combined with a spatial latent process for parameter variation over the region. A smooth, but possibly non-linear, spatial structure is an intrinsic feature of the model, and difficulties in computation are solved using Markov chain Monte Carlo inference. A simulation study is carried out to illustrate the potential gain in efficiency achieved by the spatial model. Finally, the model is applied to data generated from a climatological model in order to characterize the hurricane climate of the Gulf and Atlantic coasts of the United States.
Starting Page 449
Ending Page 468
Page Count 20
File Format PDF
ISSN 13861999
Journal Extremes
Volume Number 1
Issue Number 4
e-ISSN 1572915X
Language English
Publisher Kluwer Academic Publishers
Publisher Date 1999-01-01
Publisher Place Dordrecht
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Hydrogeology Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quality Control, Reliability, Safety and Risk Civil Engineering Environmental Management
Content Type Text
Resource Type Article
Subject Statistics and Probability Economics, Econometrics and Finance Engineering
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