A Markov-switching model for heat waves

DOI10.1214/15-AOAS873zbMath1454.62460arXiv1405.3904WikidataQ57432830 ScholiaQ57432830MaRDI QIDQ288559

Benjamin A. Shaby, Cari G. Kaufman, Brian J. Reich, Daniel Cooley

Publication date: 27 May 2016

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.3904

zbMATH Keywords

generalized Pareto distributionextremesextremal dependencelatent state

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Uses Software

• fields
• ismev

Cites Work

• Unnamed Item
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
• Bivariate extreme statistics. I
• Finite mixture and Markov switching models.
• Maximum likelihood estimation in a class of nonregular cases
• Markov chain models for threshold exceedances
• Inference for Clusters of Extreme Values
• Bayesian Measures of Model Complexity and Fit
• Strictly Proper Scoring Rules, Prediction, and Estimation
• An introduction to statistical modeling of extreme values
• Dependence measures for extreme value analyses

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