A hierarchical Bayesian spatio-temporal model for extreme precipitation events

被引:40
作者
Ghosh, Souparno [1 ]
Mallick, Bani K. [1 ]
机构
[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
基金
美国国家科学基金会;
关键词
copula; spatio-temporal; Markov chain Monte Carlo; TRENDS;
D O I
10.1002/env.1043
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
We propose a new approach to model a sequence of spatially distributed time series of extreme values. Unlike common practice, we incorporate spatial dependence directly in the likelihood and allow the temporal component to be captured at the second level of hierarchy. Inferences about the parameters and spatio-temporal predictions are obtained via MCMC technique. The model is fitted to a gridded precipitation data set collected over 99 years across the continental U.S. Copyright (C) 2010 John Wiley & Sons, Ltd.
引用
收藏
页码:192 / 204
页数:13
相关论文
共 27 条
  • [1] [Anonymous], 1997, MULTIVARIATE MODELS
  • [2] [Anonymous], 1983, Springer Series in Statistics, DOI 10.1007/978-1-4612-5449-2
  • [3] [Anonymous], 1993, DATA
  • [4] Banerjee S., 2003, Hierarchical modeling and analysis for spatial data
  • [5] Casson E., 1999, Extremes, V1, P449, DOI [DOI 10.1023/A:1009931222386, 10.1023/A:1009931222386]
  • [6] Coles S., 2001, An Introduction to Statistical Modelling of Extreme Values
  • [7] Coles SG, 1996, J ROY STAT SOC B MET, V58, P329
  • [8] Bayesian spatial modeling of extreme precipitation return levels
    Cooley, Daniel
    Nychka, Douglas
    Naveau, Philippe
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2007, 102 (479) : 824 - 840
  • [9] DURMAN CF, 2001, Q J ROY METEOR SOC, V127, P573
  • [10] Easterling DR, 2000, B AM METEOROL SOC, V81, P417, DOI 10.1175/1520-0477(2000)081<0417:OVATIE>2.3.CO