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Inference for an extreme value model accounting for inter-site dependence. / Gabd, Darmesah
; Tawn, Jonathan.
4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016. ed. / Syahida Che Dzul-Kifli; Zamira Hasanah Zamzuri; Fatimah Abdul Razak; Wan Zawiah Wan Zin. American Institute of Physics Inc., 2017. 080001 (AIP Conference Proceedings; Vol. 1830).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Harvard
Gabd, D
& Tawn, J 2017,
Inference for an extreme value model accounting for inter-site dependence. in SC Dzul-Kifli, ZH Zamzuri, FA Razak & WZW Zin (eds),
4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016., 080001, AIP Conference Proceedings, vol. 1830, American Institute of Physics Inc., 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016, Putrajaya, Malaysia,
15/11/16.
https://doi.org/10.1063/1.4980985APA
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Bibtex
@inproceedings{6f7fb8517c954a8da3a67ae6fbea0ed0,
title = "Inference for an extreme value model accounting for inter-site dependence",
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.",
author = "Darmesah Gabd and Jonathan Tawn",
note = "Publisher Copyright: {\textcopyright} 2017 Author(s).; 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016 ; Conference date: 15-11-2016 Through 17-11-2016",
year = "2017",
month = apr,
day = "27",
doi = "10.1063/1.4980985",
language = "English",
series = "AIP Conference Proceedings",
publisher = "American Institute of Physics Inc.",
editor = "Dzul-Kifli, {Syahida Che} and Zamzuri, {Zamira Hasanah} and Razak, {Fatimah Abdul} and Zin, {Wan Zawiah Wan}",
booktitle = "4th International Conference on Mathematical Sciences - Mathematical Sciences",
}
RIS
TY - GEN
T1 - Inference for an extreme value model accounting for inter-site dependence
AU - Gabd, Darmesah
AU - Tawn, Jonathan
N1 - Publisher Copyright:
© 2017 Author(s).
PY - 2017/4/27
Y1 - 2017/4/27
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85019436357&partnerID=8YFLogxK
U2 - 10.1063/1.4980985
DO - 10.1063/1.4980985
M3 - Conference contribution/Paper
AN - SCOPUS:85019436357
T3 - AIP Conference Proceedings
BT - 4th International Conference on Mathematical Sciences - Mathematical Sciences
A2 - Dzul-Kifli, Syahida Che
A2 - Zamzuri, Zamira Hasanah
A2 - Razak, Fatimah Abdul
A2 - Zin, Wan Zawiah Wan
PB - American Institute of Physics Inc.
T2 - 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016
Y2 - 15 November 2016 through 17 November 2016
ER -
