A0569
Title: Spatial extreme value modelling via a geometric approach
Authors: Lydia Kakampakou - Lancaster University (United Kingdom) [presenting]
Jenny Wadsworth - Lancaster University (United Kingdom)
Abstract: Recent developments in extreme value statistics research have established the geometric approach as a powerful modelling tool for multivariate extremes. Such an approach has not yet been studied within a spatial framework. A novel approach is developed for the modelling of spatial extremes based on spatial gauge functions. Gauges are investigated for several known spatial models, and inference is performed on these by extending methodology from the modelling framework of Wadsworth and Campbell. Simulation studies suggest promising results for parameter estimation and extrapolation via simulation from the model to estimate extreme set probabilities. If time permits, an application to a space weather dataset will be illustrated.
