Dynamic and spatial modelling of block maxima extremes
Dynamic and spatial modelling of block maxima extremes
This chapter develops a general class of models to study extreme values based on the Generalized Extreme Value (GEV) distribution. They rely on time domain and spatial latent components. These models were not available until recently and their implementations are made possible by the development of Markov chain Monte Carlo (MCMC) approaches. Using as a starting point rainfall data at the Maíquetia–Simon Bolivar airport near Caracas, Venezuela, for the period 1960–1999, the chapter addresses two key questions: How do we characterize these rainfall events? and How do we assess for the non-stationary behaviour that is apparent in the data?
Keywords: precipitation, Generalized Extreme Value distribution, rainfall events, non-stationary behaviour, Markov chain Monte Carlo methods
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