Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Modeling multivariate extremes of precipitation series in northern Moravia
10.1002/env.979.abs
Four trivariate models are considered to model tail dependence among daily precipitation amounts measured at different meteorological stations. Models are described, it is shown how to generate realizations from them by Monte Carlo method and their properties are compared. It appears that one of the models that belongs to the class of nested logistic models is the best model for all studied triples of stations when values of the maximum likelihood function serve as a criterion. The models are applied to estimate the probability that daily precipitations at several stations exceed some high values as well as the probability that the total of precipitations exceeds some high level. It is interesting that the differences between estimated probabilities obtained from different models are very small but the exceedance probabilities calculated from the considered models are always slightly larger than the corresponding observed frequencies. It seems that for our data the extremal multivariate distributions are good, but far from being perfect, as is often the case in applications. Copyright © 2009 John Wiley & Sons, Ltd.
Modeling multivariate extremes of precipitation series in northern Moravia
10.1002/env.979.abs
Four trivariate models are considered to model tail dependence among daily precipitation amounts measured at different meteorological stations. Models are described, it is shown how to generate realizations from them by Monte Carlo method and their properties are compared. It appears that one of the models that belongs to the class of nested logistic models is the best model for all studied triples of stations when values of the maximum likelihood function serve as a criterion. The models are applied to estimate the probability that daily precipitations at several stations exceed some high values as well as the probability that the total of precipitations exceeds some high level. It is interesting that the differences between estimated probabilities obtained from different models are very small but the exceedance probabilities calculated from the considered models are always slightly larger than the corresponding observed frequencies. It seems that for our data the extremal multivariate distributions are good, but far from being perfect, as is often the case in applications. Copyright © 2009 John Wiley & Sons, Ltd.
Modeling multivariate extremes of precipitation series in northern Moravia
Jarušková, Daniela (Autor:in)
Environmetrics ; 20 ; 751-775
01.09.2009
25 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Modeling multivariate extremes of precipitation series in northern Moravia
| Online Contents | 2009
Magnetic anomalies of forest soils in the Upper Silesia–Northern Moravia region
| Online Contents | 2008
Magnetic anomalies of forest soils in the Upper Silesia–Northern Moravia region
| Online Contents | 2008
Dependence structure of urban precipitation extremes
| British Library Online Contents | 2018