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Estimation of extremes: conventional versus Bayesian techniques / Panagiota Galiatsatou in Journal of hydraulic research, Vol. 46 extra issue (Mars/Avril 2008) 

Public ISBD [article]  in Journal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 211-223 Titre : Estimation of extremes: conventional versus Bayesian techniques Titre original : Estimation des extrêmes: techniques conventionnelles contre Bayesiènnes Type de document : texte imprimé Auteurs : Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur ; Agustin Sanchez-Arcilla, Auteur Article en page(s) : pp. 211-223 Note générale : Hydraulique Résumé en Français Langues : Anglais (eng) Mots-clés : Bayesian  technique  Log-transformed  surge  data  ML  estimators  Near  flat  distribution  Neighborhood  information  Parameter  uncertainty Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : The Bayesian and Maximum Likelihood (ML) estimators of surges at two stations of the Dutch coast on the North Sea are compared herein. The ML approach is commonly used, while the Bayesian approach allows both for a parameter uncertainty and a randomness inclusion in future observations. In the Bayesian framework, two different ways of constructing prior distributions are examined, namely the near flat distributions for model parameters and the incorporation of information from neighborhood sites of that under consideration through the distribution of quantile differences. The Bayesian framework offers substantial advantages to analyze the extreme values in both cases. The analysis is also performed using log-transformed surge data. This selection is proven to be advantageous for naturally bounded variables and to better capture the “relative” character of extremes. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com [article] Estimation of extremes: conventional versus Bayesian techniques = Estimation des extrêmes: techniques conventionnelles contre Bayesiènnes [texte imprimé] / Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur ; Agustin Sanchez-Arcilla, Auteur . - pp. 211-223. Hydraulique Résumé en Français Langues : Anglais (eng) in Journal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 211-223 Mots-clés : Bayesian  technique  Log-transformed  surge  data  ML  estimators  Near  flat  distribution  Neighborhood  information  Parameter  uncertainty Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : The Bayesian and Maximum Likelihood (ML) estimators of surges at two stations of the Dutch coast on the North Sea are compared herein. The ML approach is commonly used, while the Bayesian approach allows both for a parameter uncertainty and a randomness inclusion in future observations. In the Bayesian framework, two different ways of constructing prior distributions are examined, namely the near flat distributions for model parameters and the incorporation of information from neighborhood sites of that under consideration through the distribution of quantile differences. The Bayesian framework offers substantial advantages to analyze the extreme values in both cases. The analysis is also performed using log-transformed surge data. This selection is proven to be advantageous for naturally bounded variables and to better capture the “relative” character of extremes. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com

Statistical models for bivariate extremal analysis of a spatial process / Panagiota Galiatsatou in Journal of hydraulic research, Vol. 46 extra issue (Mars/Avril 2008) 

Public ISBD [article]  in Journal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 257-270 Titre : Statistical models for bivariate extremal analysis of a spatial process Titre original : Modèles statistiques pour l'analyse extremal bivariate d'un processus spatial Type de document : texte imprimé Auteurs : Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur Article en page(s) : pp. 257-270 Note générale : Hydraulique Résumé en Français Langues : Anglais (eng) Mots-clés : Bivariate  extreme  value  models  Coefficient  of  tail  dependence  Dependence  measures  Joint  probability  Point  process  Spatial  process  Threshold  exceedance Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : In the present paper different dependence measures are examined to investigate the structure of a spatial process of storm surges in the Dutch part of the North Sea. Four different dependence measures are implemented to the data: (1) the correlation coefficient as well as the Spearman (rank) correlation of the sample, (2) the transformation of the variables to determine the marginal distributions, (3) the dependence measures (χ,-) and (4) the coefficient of tail dependence η. Two different approaches for modelling the threshold exceedances are examined, namely the implementation of bivariate extreme value models and the use of more general point process characterizations of extremal dependence. The strength of dependence appears to vary with the location as well as with the separation distance. It is also observed that the point process approach estimates are in general lower than those using the bivariate threshold exceedance models. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com [article] Statistical models for bivariate extremal analysis of a spatial process = Modèles statistiques pour l'analyse extremal bivariate d'un processus spatial [texte imprimé] / Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur . - pp. 257-270. Hydraulique Résumé en Français Langues : Anglais (eng) in Journal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 257-270 Mots-clés : Bivariate  extreme  value  models  Coefficient  of  tail  dependence  Dependence  measures  Joint  probability  Point  process  Spatial  process  Threshold  exceedance Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : In the present paper different dependence measures are examined to investigate the structure of a spatial process of storm surges in the Dutch part of the North Sea. Four different dependence measures are implemented to the data: (1) the correlation coefficient as well as the Spearman (rank) correlation of the sample, (2) the transformation of the variables to determine the marginal distributions, (3) the dependence measures (χ,-) and (4) the coefficient of tail dependence η. Two different approaches for modelling the threshold exceedances are examined, namely the implementation of bivariate extreme value models and the use of more general point process characterizations of extremal dependence. The strength of dependence appears to vary with the location as well as with the separation distance. It is also observed that the point process approach estimates are in general lower than those using the bivariate threshold exceedance models. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com