Pairwise copula cyclic graphical model for spatial extremes modeling

• Main Author: Zhu, Junting
• Other Authors: Justin Dauwels
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Computer science and engineering::Mathematics of computing::Probability and statistics
• Online Access: http://hdl.handle.net/10356/61260
• Institution: Nanyang Technological University

Research on extreme events modeling has grown in prominence due to the destructive influence and increasing occurrence rate in recent years. In this work, we focus on spatial extremes, where the extreme values measured at different locations are jointly modeled. The resulting model can, for example,...