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Smooth Space-Time Quantile Surfaces

Dana Draghicescu

Abstract


For many environmental processes it is important to model effects of high order quantiles rather than mean effects, as only high values adversely affect human and environmental health. In this paper we present a statistical framework for modeling quantiles of spacetime processes assumed to be short-range-dependent in time, strongly mixing in space, and space-time separable, and illustrate the proposed methodology on Swiss extreme precipitation applications.

Keywords


space-time processes; quantile estimation; kernel smoothing; Swiss precipitation

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