Journal
SPATIAL STATISTICS
Volume 28, Issue -, Pages 39-58Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.spasta.2018.04.007
Keywords
Conditional multivariate extreme values; Copula; Gaussian processes; Max-stable processes; Pareto processes; Spatial extremes
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Funding
- Jeremy Benn Associates Ltd.
- Innovate UK [KTP009454, EP/P002285/1]
- Shell Research
- [EP/L015692/1]
- EPSRC [EP/P002285/1] Funding Source: UKRI
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Spatial extreme value analysis has been an area of rapid growth in the last decade. The focus has been on modelling the spatial componentwise maxima by max-stable processes. Here, we will explain the limitations of these modelling approaches and show howspatial models can be developed that overcome these deficiencies by exploiting the flexible conditional multivariate extremes models of Heffernan and Tawn (2004). We illustrate the benefits of these new spatial models through applications to North Sea wave analysis and to widespread UK river flood risk analysis. (C) 2018 Elsevier B.V. All rights reserved.
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