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September 2011 Spatial modeling of extreme snow depth
Juliette Blanchet, Anthony C. Davison
Ann. Appl. Stat. 5(3): 1699-1725 (September 2011). DOI: 10.1214/11-AOAS464

Abstract

The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of multivariate extreme value theory. In this paper we describe the application of such processes in modeling the spatial dependence of extreme snow depth in Switzerland, based on data for the winters 1966–2008 at 101 stations. The models we propose rely on a climate transformation that allows us to account for the presence of climate regions and for directional effects, resulting from synoptic weather patterns. Estimation is performed through pairwise likelihood inference and the models are compared using penalized likelihood criteria. The max-stable models provide a much better fit to the joint behavior of the extremes than do independence or full dependence models.

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Juliette Blanchet. Anthony C. Davison. "Spatial modeling of extreme snow depth." Ann. Appl. Stat. 5 (3) 1699 - 1725, September 2011. https://doi.org/10.1214/11-AOAS464

Information

Published: September 2011
First available in Project Euclid: 13 October 2011

zbMATH: 1228.62154
MathSciNet: MR2884920
Digital Object Identifier: 10.1214/11-AOAS464

Keywords: Climate space , extremal coefficient , Extreme value theory , Max-stable process , pairwise likelihood , snow depth data

Rights: Copyright © 2011 Institute of Mathematical Statistics

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Vol.5 • No. 3 • September 2011
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