Bivariate extreme value with application to PM10 concentration analysis
This study is focus on a bivariate extreme of renormalized componentwise maxima with generalized extreme value distribution as a marginal function. The limiting joint distribution of several parametric models are presented. Maximum likelihood estimation is employed for parameter estimations and the...
| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing LLC
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/57345/1/Bivariate%20extreme%20value%20with%20application%20to%20PM10%20concentration%20analysis.pdf |
| _version_ | 1825931594163027968 |
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| author | Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin |
| author_facet | Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin |
| author_sort | Mohd Amin, Nor Azrita |
| collection | UPM |
| description | This study is focus on a bivariate extreme of renormalized componentwise maxima with generalized extreme value distribution as a marginal function. The limiting joint distribution of several parametric models are presented. Maximum likelihood estimation is employed for parameter estimations and the best model is selected based on the Akaike Information Criterion. The weekly and monthly componentwise maxima series are extracted from the original observations of daily maxima PM10 data for two air quality monitoring stations located in Pasir Gudang and Johor Bahru. The 10 years data are considered for both stations from year 2001 to 2010. The asymmetric negative logistic model is found as the best fit bivariate extreme model for both weekly and monthly maxima componentwise series. However the dependence parameters show that the variables for weekly maxima series is more dependence to each other compared to the monthly maxima. |
| first_indexed | 2024-03-06T09:29:06Z |
| format | Conference or Workshop Item |
| id | upm.eprints-57345 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T09:29:06Z |
| publishDate | 2014 |
| publisher | AIP Publishing LLC |
| record_format | dspace |
| spelling | upm.eprints-573452017-09-26T04:06:50Z http://psasir.upm.edu.my/id/eprint/57345/ Bivariate extreme value with application to PM10 concentration analysis Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin This study is focus on a bivariate extreme of renormalized componentwise maxima with generalized extreme value distribution as a marginal function. The limiting joint distribution of several parametric models are presented. Maximum likelihood estimation is employed for parameter estimations and the best model is selected based on the Akaike Information Criterion. The weekly and monthly componentwise maxima series are extracted from the original observations of daily maxima PM10 data for two air quality monitoring stations located in Pasir Gudang and Johor Bahru. The 10 years data are considered for both stations from year 2001 to 2010. The asymmetric negative logistic model is found as the best fit bivariate extreme model for both weekly and monthly maxima componentwise series. However the dependence parameters show that the variables for weekly maxima series is more dependence to each other compared to the monthly maxima. AIP Publishing LLC 2014 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/57345/1/Bivariate%20extreme%20value%20with%20application%20to%20PM10%20concentration%20analysis.pdf Mohd Amin, Nor Azrita and Adam, Mohd Bakri and Ibrahim, Noor Akma and Aris, Ahmad Zaharin (2014) Bivariate extreme value with application to PM10 concentration analysis. In: International Conference on Mathematics, Engineering and Industrial Applications 2014 (ICoMEIA 2014), 28-30 May 2014, Penang, Malaysia. . 10.1063/1.4915672 |
| spellingShingle | Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin Bivariate extreme value with application to PM10 concentration analysis |
| title | Bivariate extreme value with application to PM10 concentration analysis |
| title_full | Bivariate extreme value with application to PM10 concentration analysis |
| title_fullStr | Bivariate extreme value with application to PM10 concentration analysis |
| title_full_unstemmed | Bivariate extreme value with application to PM10 concentration analysis |
| title_short | Bivariate extreme value with application to PM10 concentration analysis |
| title_sort | bivariate extreme value with application to pm10 concentration analysis |
| url | http://psasir.upm.edu.my/id/eprint/57345/1/Bivariate%20extreme%20value%20with%20application%20to%20PM10%20concentration%20analysis.pdf |
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