[Statlist] Erratum Sémin. stat 30.10.2014_11h00_Sebastian Engelke

[ISTAT Messagerie]

SEMINAIRE DE STATISTIQUE

Institut de Statistique, Université de Neuchâtel, Rue A.-L. Breguet 2, 2000 Neuchâtel- http://www2.unine.ch/statistics         

Jeudi 30 octobre 2014,  11H00,  salle B29, rez-de-chaussée, Bâtiment principal, Av. du 1er Mars 26.

Sebastian Engelke
Ecole Polytechnique Fédérale de Lausanne

Extremes on River Networks

Max-stable processes are suitable models for extreme events that exhibit spatial dependencies. The dependence measure is usually a function of Euclidean distance between two locations. In this talk, we model extreme river discharges on a river network in the upper Danube catchment, where flooding regularly causes huge damage. Dependence is more complex in this case as it goes along the river flow.
 
For non-extreme data a Gaussian moving average model on stream networks was proposed by Ver Hoef and Peterson (2010). Inspired by their work, we introduce a max-stable process on the river network that allows flexible modeling of flood events and that enables risk assessment even at locations without a gauging station. Recent methods from extreme value statistics are used to fit this process to a big data set from the Danube area.