Quantile regression C-vine copula model for spatial extremes
| Autor: | Salaheddine El Adlouni |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Asymmetric Laplace distribution
Statistics::Theory Atmospheric Science 010504 meteorology & atmospheric sciences Copula (linguistics) Quantile regression model 01 natural sciences Statistics::Computation Quantile regression Vine copula 010104 statistics & probability Covariate Earth and Planetary Sciences (miscellaneous) Econometrics Statistics::Methodology 0101 mathematics Spatial dependence 0105 earth and related environmental sciences Water Science and Technology Quantile Mathematics |
| Zdroj: | Natural Hazards. 94:299-317 |
| ISSN: | 1573-0840 0921-030X |
| DOI: | 10.1007/s11069-018-3389-6 |
| Popis: | A spatial quantile regression model is proposed to estimate the quantile curve for a given probability of non-exceedance, as function of locations and covariates. Canonical vines copulas are considered to represent the spatial dependence structure. The marginal at each location is an asymmetric Laplace distribution where the parameters are functions of the covariates. The full conditional quantile distribution is given using the Joe–Clayton copula. Simulations show the flexibility of the proposed model to estimate the quantiles with special dependence structures. A case study illustrates its applicability to estimate quantiles for spatial temperature anomalies. |
| Databáze: | OpenAIRE |
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