• Corpus ID: 58908726

Hierarchical space-time modeling of exceedances with an application to rainfall data

  title={Hierarchical space-time modeling of exceedances with an application to rainfall data},
  author={Jean-No{\"e}l Bacro and Carlo Gaetan and Thomas Opitz and Gwladys Toulemonde},
  journal={arXiv: Methodology},
The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to realistic scenario generation for impact models. In this context of high-dimensional data, we propose a novel hierarchical model for high threshold exceedances defined over continuous space and time by embedding a space-time Gamma process convolution for the rate of an exponential variable, leading to asymptotic independence in space… 

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