Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty.

ABSTRACT: Spatial extremes are common for climate data as the observations are usually referenced by geographic locations and dependent when they are nearby. An important goal of extremes modeling is to estimate the T-year return level. Among the methods suitable for modeling spatial extremes, perhaps the simplest and fastest approach is the spatial generalized extreme value (GEV) distribution and the spatial generalized Pareto distribution (GPD) that assume marginal independence and only account for dependence through the parameters. Despite the simplicity, simulations have shown that return level estimation using the spatial GEV and spatial GPD still provides satisfactory results compared to max-stable processes, which are asymptotically justified models capable of representing spatial depe

SUBMITTER: Sass D 

PROVIDER: S-EPMC9524507 | biostudies-literature | 2021

REPOSITORIES: biostudies-literature