articleStatistical ScienceMay 1, 2012GREEN OA

Statistical Modeling of Spatial Extremes

Institut Montpelliérain Alexander Grothendieck

Indexed inarxivcrossref

Abstract

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the statistical modeling of spatial extremes, starting with sketches of the necessary elements of extreme value statistics and geostatistics. The main types of statistical models thus far proposed, based on latent variables, on copulas and on spatial max-stable processes, are described and then are compared by application to a data set on rainfall in Switzerland. Whereas latent variable modeling allows a better fit to marginal distributions, it fits the joint…

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Authors

3

Topics & keywords

Keywords
  • Copula (linguistics)
  • Extreme value theory
  • Latent variable
  • Geostatistics
  • Spatial dependence
  • Statistical model
  • Spatial analysis
  • Flood myth
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