Modeling extreme events in spatial domain by copula graphical models

• Main Authors: Yu, Hang, Choo, Zheng, Uy, Wayne Isaac T., Dauwels, Justin, Jonathan, Philip
• 其他作者: School of Electrical and Electronic Engineering
• 格式: Conference or Workshop Item
• 語言: English
• 出版: 2014
• 主題: DRNTU::Engineering::Electrical and electronic engineering
• 在線閱讀: 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
• 機構: 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...