Annals of Applied Statistics

A hierarchical max-stable spatial model for extreme precipitation

Brian J. Reich and Benjamin A. Shaby

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Abstract

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme values. While these models satisfy modeling requirements, they are limited in their utility because their corresponding joint likelihoods are unknown for more than a trivial number of spatial locations, preventing, in particular, Bayesian analyses. In this paper, we propose a new random effects model to account for spatial dependence. We show that our specification of the random effect distribution leads to a max-stable process that has the popular Gaussian extreme value process (GEVP) as a limiting case. The proposed model is used to analyze the yearly maximum precipitation from a regional climate model.

Article information

Source
Ann. Appl. Stat., Volume 6, Number 4 (2012), 1430-1451.

Dates
First available in Project Euclid: 27 December 2012

Permanent link to this document
https://projecteuclid.org/euclid.aoas/1356629046

Digital Object Identifier
doi:10.1214/12-AOAS591

Mathematical Reviews number (MathSciNet)
MR3058670

Zentralblatt MATH identifier
1257.62120

Keywords
Gaussian extreme value process generalized extreme value distribution positive stable distribution regional climate model

Citation

Reich, Brian J.; Shaby, Benjamin A. A hierarchical max-stable spatial model for extreme precipitation. Ann. Appl. Stat. 6 (2012), no. 4, 1430--1451. doi:10.1214/12-AOAS591. https://projecteuclid.org/euclid.aoas/1356629046


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