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Inference for an extreme value model accounting for inter-site dependence

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Published
Publication date27/04/2017
Host publication4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016
EditorsSyahida Che Dzul-Kifli, Zamira Hasanah Zamzuri, Fatimah Abdul Razak, Wan Zawiah Wan Zin
PublisherAmerican Institute of Physics Inc.
ISBN (electronic)9780735414983
<mark>Original language</mark>English
Event4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 - Putrajaya, Malaysia
Duration: 15/11/201617/11/2016

Conference

Conference4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016
Country/TerritoryMalaysia
CityPutrajaya
Period15/11/1617/11/16

Publication series

NameAIP Conference Proceedings
Volume1830
ISSN (Print)0094-243X
ISSN (electronic)1551-7616

Conference

Conference4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016
Country/TerritoryMalaysia
CityPutrajaya
Period15/11/1617/11/16

Abstract

The spatial extreme value data observed at many sites is usually modelled by a multivariate extreme value distribution to take into account the inter-site dependence. However, the analysis involving many sites could create computational and mathematical issues because of the high dimensionality. This study will illustrate an alternative method to come up with estimates for dependent extreme data. The main interest will be in the trend parameter estimate and its standard error. We will show a simulation study to illustrate the advantages of the alternative method to the multivariate extreme value distribution.

Bibliographic note

Publisher Copyright: © 2017 Author(s).