Modelling Bivariate Extremes in a Region

Dr David Walshaw

Modelling Bivariate Extremes in a Region Lookup NU author(s) Dr David Walshaw



Author(s)		Walshaw D; Smith EL
Editor(s)		Bayarri, M.J., Berger, J.O., Merbardo, J.M., Dawid, A.P., Heckerman, D., Smith, A.F.M., West, M.
Publication type		Conference Proceedings (inc. Abstract)
Conference Name		Bayesian Statistics 7: Proceedings of the Seventh Valencia International Meeting, Dedicated to Dennis V. Lindley
Conference Location		Valencia, Spain
Year of Conference		2003
Date		2-6 June 2002
Volume
Pages		10



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Notes		This paper is the first to consider Bayesian inference for bivariate extremes. Working with rainfall data from 11 sites in southwest England, bivariate extreme value models are fitted to each pair of locations using informative priors based on expert beliefs. By modelling the dependence parameter in the models as a function of distance, a model for bivariate extremes obtianed at any two locations within a region is developed.