期刊
SPATIAL STATISTICS
卷 28, 期 -, 页码 39-58出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.spasta.2018.04.007
关键词
Conditional multivariate extreme values; Copula; Gaussian processes; Max-stable processes; Pareto processes; Spatial extremes
类别
资金
- Jeremy Benn Associates Ltd.
- Innovate UK [KTP009454, EP/P002285/1]
- Shell Research
- [EP/L015692/1]
- EPSRC [EP/P002285/1] Funding Source: UKRI
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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