The Aggregate Excess Measure of Severity of Extreme Events

It is suggested here that in many environmental and other contexts the severity of an extreme event might usefully be represented by the sum of the excesses of a measured variable over a high threshold. The general form of the limiting distributions of such sums for a wide class of models has been d...

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Detalles Bibliográficos
Autor principal: Anderson, Clive W.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345301/
https://www.ncbi.nlm.nih.gov/pubmed/37405306
http://dx.doi.org/10.6028/jres.099.054
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author Anderson, Clive W.
author_facet Anderson, Clive W.
author_sort Anderson, Clive W.
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description It is suggested here that in many environmental and other contexts the severity of an extreme event might usefully be represented by the sum of the excesses of a measured variable over a high threshold. The general form of the limiting distributions of such sums for a wide class of models has been derived by Anderson and Dancy, and has suggested methods for the statistical analysis of data concerning extreme severity. This work is reviewed here, and some extensions to the distributional theory are presented. An application of the methods to atmospheric ozone levels, which calls for the extension of the approach to take account of covariate information is reported.
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spelling pubmed-83453012023-07-03 The Aggregate Excess Measure of Severity of Extreme Events Anderson, Clive W. J Res Natl Inst Stand Technol Article It is suggested here that in many environmental and other contexts the severity of an extreme event might usefully be represented by the sum of the excesses of a measured variable over a high threshold. The general form of the limiting distributions of such sums for a wide class of models has been derived by Anderson and Dancy, and has suggested methods for the statistical analysis of data concerning extreme severity. This work is reviewed here, and some extensions to the distributional theory are presented. An application of the methods to atmospheric ozone levels, which calls for the extension of the approach to take account of covariate information is reported. [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994 /pmc/articles/PMC8345301/ /pubmed/37405306 http://dx.doi.org/10.6028/jres.099.054 Text en https://creativecommons.org/publicdomain/zero/1.0/The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. Articles from J Res may contain photographs or illustrations copyrighted by other commercial organizations or individuals that may not be used without obtaining prior approval from the holder of the copyright.
spellingShingle Article
Anderson, Clive W.
The Aggregate Excess Measure of Severity of Extreme Events
title The Aggregate Excess Measure of Severity of Extreme Events
title_full The Aggregate Excess Measure of Severity of Extreme Events
title_fullStr The Aggregate Excess Measure of Severity of Extreme Events
title_full_unstemmed The Aggregate Excess Measure of Severity of Extreme Events
title_short The Aggregate Excess Measure of Severity of Extreme Events
title_sort aggregate excess measure of severity of extreme events
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345301/
https://www.ncbi.nlm.nih.gov/pubmed/37405306
http://dx.doi.org/10.6028/jres.099.054
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