Non-Stationary Dependence Structures for Spatial Extremes
نویسندگان
چکیده
منابع مشابه
Non‐stationary return levels of CMIP5 multi‐model temperature extremes
During the period 1979–1992, on average nearly 400 people each year were killed in the United States by excessive heat (NOAA 1995; Kilbourne 1997). In fact, in this period over the United States, excessive heat accounted for more reported deaths annually than hurricanes, floods, tornadoes, and lightning combined (NOAA 1995). Furthermore, agriculture products such as wheat, rice, corn and maize ...
متن کاملModeling Stream Flow Extremes under Non-time- Stationary Conditions
This paper provides information on extreme value modeling of stream flow extremes from three rivers in the New York City Metropolitan Area using generalized extreme value distribution (GEV). GEV parameters including location, scale, and shape are analyzed to get an appropriate minimum window size for stationary conditions, and then the time series analysis of GEV parameters are performed by usi...
متن کاملIdentifiablility for Non-Stationary Spatial Structure
For modelling non-stationary spatial random fields Z = {Z(x) : x ∈ Rn, n ≥ 2} a recent method has been proposed to deform bijectively the index space so that the spatial dispersion D(x, y) = var[Z(x) − Z(y)], (x, y) ∈ Rn × Rn, depends only on the Euclidean distance in the deformed space through a stationary and isotropic variogram γ. We prove uniqueness of this model in two different cases: (i)...
متن کاملIdentifiability for Non - Stationary Spatial Structureolivier
For modelling non-stationary spatial random elds Z = fZ(x) : x 2 R n ; n 2g a recent method has been proposed to deform bijectively the index space so that the spatial dispersion D(x; y) = varZ(x) ? Z(y)], (x; y) 2 R n R n , depends only on the Euclidean distance in the deformed space through a stationary and isotropic variogram. We prove uniqueness of this model in two diierent cases: (i) is s...
متن کاملA Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences
One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In ord...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Agricultural, Biological, and Environmental Statistics
سال: 2016
ISSN: 1085-7117,1537-2693
DOI: 10.1007/s13253-016-0247-4