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Abstract Details

Activity Number: 545
Type: Invited
Date/Time: Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract - #303604
Title: A Model for Extremes on a Regular Spatial Lattice
Author(s): Daniel Cooley*+
Companies: Colorado State University
Address: Department of Statistics, Fort Collins, CO, 80523,
Keywords: precipitation ; extremes ; spatial
Abstract:

We propose a model which can be used to characterize extremes on a regular spatial lattice. Analogous to lattice models from spatial statistics, the proposed model creates an overall model composed from many smaller models. The spatial domain is covered by a number of small and overlapping subregions and data on these subregions is modeled with parametric multivariate extreme value models of low dimension. We show that these subregion models can be combined in such a way that the angular measure of the overall model meets the requirements of an extreme value distribution.

The model is designed specifically for threshold exceedance data and is used to model data, such as extreme precipitation which at any given time is likely to be extreme only in limited areas of the study region.


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