A hierarchical Gauss-Pareto model for spatial prediction of extreme precipitation
نویسندگان
چکیده
We introduce a hierarchical Gauss-Pareto model for spatial prediction of 24 hour cumulative precipitation over south central Sweden, given that at least one observation is extreme. The model belongs to the max-domain of attraction of popular Brown-Resnick max-stable processes (Brown and Resnick, 1977; Kabluchko et al., 2009) and retains the essential dependence structure of their corresponding generalized Pareto processes (Ferreira and DeHaan, 2012). The hierarchical specification has flexibility to capture different range and intensities of various storms. An MCMC algorithm is developed for inference. The algorithm handles left censored data from precipitation that accumulates below reporting precision, which often happens despite nearby observations that are extreme.
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تاریخ انتشار 2014