Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights

@article{Northrop2011ThresholdMO,
  title={Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights},
  author={Paul Northrop and Philip Jonathan},
  journal={Environmetrics},
  year={2011},
  volume={22}
}
In environmental applications it is common for the extremes of a variable to be non‐stationary, varying systematically in space, time or with the values of covariates. Multi‐site datasets are common, and in such cases there is likely to be non‐negligible inter‐site dependence. We consider applications in which multi‐site data are used to infer the marginal behaviour of the extremes at individual sites, while adjusting for inter‐site dependence. For reasons of statistical efficiency, it is… 
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