JSM 2005 - Toronto

Abstract #302744

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 48
Type: Invited
Date/Time: Sunday, August 7, 2005 : 4:00 PM to 5:50 PM
Sponsor: WNAR
Abstract - #302744
Title: Bayesian Models for Spatial Extremes
Author(s): Uli Schneider and Douglas Nychka and Daniel Cooley and Eric Gilleland*+
Companies: Geophysical Statistics Project, NCAR and National Center for Atmospheric Research and University of Colorado at Boulder and National Center for Atmospheric Research
Address: PO Box 3000, Boulder, CO, 80307-3000,
Keywords: spatial statistics ; bayesian statistics ; extreme value theory ; air quality
Abstract:

We investigate daily maximum, eight-hour average ground-level ozone levels (ppb) collected from 72 monitoring stations in and around North Carolina with regard to its extreme behavior and spatial dependence in the context of the new U.S. Environmental Protection Agency (EPA) National Ambient Air Quality Standard (NAAQS), which is based on a seasonal fourth-highest order statistic. To build a statistical model, we use the generalized Pareto distribution (GPD) within a threshold model along with a Bayesian approach to incorporate the spatial structure of the different stations. We also discuss posterior modes and Markov chain Monte Carlo (MCMC) approaches to make inference about parameter and uncertainty estimates. Finally, we mention how to model the apparent seasonal effects of ground-level ozone.


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