Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Modeling Extreme Values of Ground-Level Ozone Based on Threshold Methods for Markov Chains

  • Seokhoon Yun (Full-time Lecturer, Department of Applied Statistics, University of Suwon, Suwon, Kyonggi-do, 445-743)
  • Published : 1996.08.01
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Abstract

This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

Keywords

References

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