Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Publication date | 27/04/2017 |
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Host publication | 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 |
Editors | Syahida Che Dzul-Kifli, Zamira Hasanah Zamzuri, Fatimah Abdul Razak, Wan Zawiah Wan Zin |
Publisher | American Institute of Physics Inc. |
ISBN (electronic) | 9780735414983 |
<mark>Original language</mark> | English |
Event | 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 - Putrajaya, Malaysia Duration: 15/11/2016 → 17/11/2016 |
Conference | 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 |
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Country/Territory | Malaysia |
City | Putrajaya |
Period | 15/11/16 → 17/11/16 |
Name | AIP Conference Proceedings |
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Volume | 1830 |
ISSN (Print) | 0094-243X |
ISSN (electronic) | 1551-7616 |
Conference | 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 |
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Country/Territory | Malaysia |
City | Putrajaya |
Period | 15/11/16 → 17/11/16 |
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.