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Activity Number: 254
Type: Topic Contributed
Date/Time: Tuesday, August 5, 2008 : 10:30 AM to 12:20 PM
Sponsor: Section on Risk Analysis
Abstract - #302112
Title: Multivariate Analyses of Extremes
Author(s): Luis R. Pericchi and Beatriz Mendes and Scott Sisson and Abel Rodriguez*+
Companies: University of Puerto Rico and Universidade Federal de Rio de Janeiro and University New South Wales and University of California, Santa Clara
Address: , Santa Clara, CA, ,
Keywords: Extremes ; Multivariate ; Hefernan and Tawn ; Hydrology
Abstract:

We model multivariate hydrological extremes (5-dimensional or more) focusing on data from rivers in the Caribbean. In particular, we discuss Bayesian inference for the conditional extreme model of Hefernan and Tawn (2004, JRSSB). Complex multivariate inferences are shown to be possible under this model and its extensions.

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Revised September, 2008