Modeling extreme events in spatial domain by copula graphical models

• Main Authors: Yu, Hang, Choo, Zheng, Uy, Wayne Isaac T., Dauwels, Justin, Jonathan, Philip
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/101954; http://hdl.handle.net/10220/19836; http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=6290516&url=http%3A%2F%2Fieeexplore.ieee.org%2Fiel5%2F6269381%2F6289713%2F06290516.pdf%3Farnumber%3D6290516
• Institution: Nanyang Technological University

We propose a new statistical model that captures the conditional dependence among extreme events in a spatial domain. This model may for instance be used to describe catastrophic events such as earthquakes, floods, or hurricanes in certain regions, and in particular to predict extreme values at unmo...