Statistical Science

Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone

Richard L. Smith

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Abstract

Several methods of analyzing extreme values are now known, most based on the extreme value limit distributions or related families. This paper reviews these techniques and proposes some extensions based on the point-process view of high-level exceedances. These ideas are illustrated with a detailed analysis of ozone data collected in Houston, Texas. There is particular interest in whether they is any trend in the data. The analysis reveals no trend in the overall levels of the series, but a marked downward trend in the extreme values.

Article information

Source
Statist. Sci. Volume 4, Number 4 (1989), 367-377.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.ss/1177012400

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/ss/1177012400

Mathematical Reviews number (MathSciNet)
MR1041763

Zentralblatt MATH identifier
0955.62646

Citation

Smith, Richard L. Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone. Statist. Sci. 4 (1989), no. 4, 367--377. doi:10.1214/ss/1177012400. http://projecteuclid.org/euclid.ss/1177012400.


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See also

  • See Comment: Adrian E. Raftery. Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone: Comment: Are Ozone Exceedance Rates Decreasing?. Statist. Sci., Volume 4, Number 4 (1989), 378--381.
  • See Comment: David Fairley. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 381--383.
  • See Comment: Harry Joe. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 384--385.
  • See Comment: Ishay Weissman. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 385--386.
  • See Comment: Nozer D. Singpurwalla. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 386--387.
  • See Comment: James Pickands III. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 388--388.
  • See Comment: Richard L. Smith. [Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Rejoinder. Statist. Sci., Volume 4, Number 4 (1989), 389--393.