A semiparametric method to simulate bivariate space–time extremes
| Autor: | Gwladys Toulemonde, Jean-Noël Bacro, Romain Chailan |
|---|---|
| Přispěvatelé: | Institut Montpelliérain Alexander Grothendieck ( IMAG ), Université de Montpellier ( UM ) -Centre National de la Recherche Scientifique ( CNRS ), Institut Montpelliérain Alexander Grothendieck (IMAG), Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Risk analysis 010504 meteorology & atmospheric sciences [ STAT ] Statistics [stat] Computer science coastal hazards Bivariate analysis 01 natural sciences extreme value modelling 010104 statistics & probability Econometrics 14. Life underwater 0101 mathematics Extreme value theory ComputingMilieux_MISCELLANEOUS 0105 earth and related environmental sciences Parametric statistics [STAT.AP]Statistics [stat]/Applications [stat.AP] Spatial contextual awareness Coastal hazards Event (computing) [ STAT.AP ] Statistics [stat]/Applications [stat.AP] Univariate extreme waves [STAT]Statistics [stat] 13. Climate action Modeling and Simulation Space-time extreme processes simulation Statistics Probability and Uncertainty |
| Zdroj: | Annals of Applied Statistics Annals of Applied Statistics, 2017, 11 (3), pp.1403-1428. 〈10.1214/17-AOAS1031〉 Ann. Appl. Stat. 11, no. 3 (2017), 1403-1428 Annals of Applied Statistics, Institute of Mathematical Statistics, 2017, 11 (3), pp.1403-1428. ⟨10.1214/17-AOAS1031⟩ |
| ISSN: | 1932-6157 1941-7330 |
| Popis: | Coastal hazards raise many concerns, as their assessment involves extremely high economic and ecological stakes. In particular, studies on rarely observed but damaging events are quite numerous. In order to anticipate upcoming events of this kind, specialists need to extrapolate the results of their studies to events that have not yet occurred. Such events might be more extreme than those already observed and could therefore severely impact the coast. It is therefore paramount to propose methodologies to simulate such extreme conditions. Parametric and nonparametric statistical methods have already been used to assess environmental extreme quantities, from univariate framework to spatial context; however, they do not generally focus on the simulation of extreme environmental scenarios. This study introduces a semiparametric approach based on the Extreme Value Theory (EVT), dedicated to the simulation of extreme space–time processes. In the proposed application context, these processes describe near-shore hydraulic conditions. They nourish coastal impact models to assess hazards along the coast. The benefit of this approach is to be able to characterise coastal hazards on an event scale, meaning we can characterise the impact both in space and through time for a given extreme event. The usefulness of this space–time extreme modelling is illustrated by a risk analysis related to the long-shore impact of extreme wave events in the Gulf of Lions. |
| Databáze: | OpenAIRE |
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