Threshold modeling of nonstationary extremes

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Threshold modeling of nonstationary extremes. / Northrop, P.J.; Jonathan, P.; Randell, D.
Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, 2016. p. 87-108.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Northrop, PJ, Jonathan, P & Randell, D 2016, Threshold modeling of nonstationary extremes. in Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, pp. 87-108. https://doi.org/10.1201/b19721

APA

Northrop, P. J., Jonathan, P., & Randell, D. (2016). Threshold modeling of nonstationary extremes. In Extreme Value Modeling and Risk Analysis: Methods and Applications (pp. 87-108). CRC Press. https://doi.org/10.1201/b19721

Vancouver

Northrop PJ, Jonathan P, Randell D. Threshold modeling of nonstationary extremes. In Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press. 2016. p. 87-108 doi: 10.1201/b19721

Author

Northrop, P.J. ; Jonathan, P. ; Randell, D. / Threshold modeling of nonstationary extremes. Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, 2016. pp. 87-108

Bibtex

@inbook{019eb3556101471e9ff9201df3a8ee5e,

title = "Threshold modeling of nonstationary extremes",

abstract = "It is common for extremes of a variable to be nonstationary, varying systemati cally with covariate values. We consider the incorporation of covariate effects into threshold-based extreme value models, using parametric and nonparametric regres sion functions. We use quantile regression to set a covariate-dependent threshold. As an example we model storm peak significant wave heights as a function of storm direction, season, and a climate index. {\textcopyright} 2016 by Taylor & Francis Group, LLC.",

keywords = "Storms, Climate index, Extreme value, Non-parametric, Nonstationary, Quantile regression, Significant wave height, Storm direction, Threshold model, Climate models",

author = "P.J. Northrop and P. Jonathan and D. Randell",

year = "2016",

doi = "10.1201/b19721",

language = "English",

isbn = "9781498701310",

pages = "87--108",

booktitle = "Extreme Value Modeling and Risk Analysis",

publisher = "CRC Press",

}

RIS

TY - CHAP

T1 - Threshold modeling of nonstationary extremes

AU - Northrop, P.J.

AU - Jonathan, P.

AU - Randell, D.

PY - 2016

Y1 - 2016

N2 - It is common for extremes of a variable to be nonstationary, varying systemati cally with covariate values. We consider the incorporation of covariate effects into threshold-based extreme value models, using parametric and nonparametric regres sion functions. We use quantile regression to set a covariate-dependent threshold. As an example we model storm peak significant wave heights as a function of storm direction, season, and a climate index. © 2016 by Taylor & Francis Group, LLC.

AB - It is common for extremes of a variable to be nonstationary, varying systemati cally with covariate values. We consider the incorporation of covariate effects into threshold-based extreme value models, using parametric and nonparametric regres sion functions. We use quantile regression to set a covariate-dependent threshold. As an example we model storm peak significant wave heights as a function of storm direction, season, and a climate index. © 2016 by Taylor & Francis Group, LLC.

KW - Storms

KW - Climate index

KW - Extreme value

KW - Non-parametric

KW - Nonstationary

KW - Quantile regression

KW - Significant wave height

KW - Storm direction

KW - Threshold model

KW - Climate models

U2 - 10.1201/b19721

DO - 10.1201/b19721

M3 - Chapter

SN - 9781498701310

SP - 87

EP - 108

BT - Extreme Value Modeling and Risk Analysis

PB - CRC Press

ER -

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Keywords