Bivariate generalized Pareto distribution for extreme atmospheric particulate matter
The high particulate matter (PM10) level is the prominent issue causing various impacts to human health and seriously affecting the economics. The asymptotic theory of extreme value is apply for analyzing the relation of extreme PM10 data from two nearby air quality monitoring stations. The series o...
| 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/57546/1/Bivariate%20generalized%20Pareto%20distribution%20for%20extreme%20atmospheric%20particulate%20matter.pdf |
| _version_ | 1796976715354865664 |
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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 | The high particulate matter (PM10) level is the prominent issue causing various impacts to human health and seriously affecting the economics. The asymptotic theory of extreme value is apply for analyzing the relation of extreme PM10 data from two nearby air quality monitoring stations. The series of daily maxima PM10 for Johor Bahru and Pasir Gudang stations are consider for year 2001 to 2010 databases. The 85% and 95% marginal quantile apply to determine the threshold values and hence construct the series of exceedances over the chosen threshold. The logistic, asymmetric logistic, negative logistic and asymmetric negative logistic models areconsidered as the dependence function to the joint distribution of a bivariate observation. Maximum likelihood estimation is employed for parameter estimations. The best fitted model is chosen based on the Akaike Information Criterion and the quantile plots. It is found that the asymmetric logistic model gives the best fitted model for bivariate extreme PM10 data and shows the weak dependence between two stations. |
| first_indexed | 2024-03-06T09:29:43Z |
| format | Conference or Workshop Item |
| id | upm.eprints-57546 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T09:29:43Z |
| publishDate | 2014 |
| publisher | AIP Publishing LLC |
| record_format | dspace |
| spelling | upm.eprints-575462017-10-24T04:06:50Z http://psasir.upm.edu.my/id/eprint/57546/ Bivariate generalized Pareto distribution for extreme atmospheric particulate matter Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin The high particulate matter (PM10) level is the prominent issue causing various impacts to human health and seriously affecting the economics. The asymptotic theory of extreme value is apply for analyzing the relation of extreme PM10 data from two nearby air quality monitoring stations. The series of daily maxima PM10 for Johor Bahru and Pasir Gudang stations are consider for year 2001 to 2010 databases. The 85% and 95% marginal quantile apply to determine the threshold values and hence construct the series of exceedances over the chosen threshold. The logistic, asymmetric logistic, negative logistic and asymmetric negative logistic models areconsidered as the dependence function to the joint distribution of a bivariate observation. Maximum likelihood estimation is employed for parameter estimations. The best fitted model is chosen based on the Akaike Information Criterion and the quantile plots. It is found that the asymmetric logistic model gives the best fitted model for bivariate extreme PM10 data and shows the weak dependence between two stations. AIP Publishing LLC 2014 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/57546/1/Bivariate%20generalized%20Pareto%20distribution%20for%20extreme%20atmospheric%20particulate%20matter.pdf Mohd Amin, Nor Azrita and Adam, Mohd Bakri and Ibrahim, Noor Akma and Aris, Ahmad Zaharin (2014) Bivariate generalized Pareto distribution for extreme atmospheric particulate matter. In: 2nd ISM International Statistical Conference 2014 (ISM-II), 12-14 Aug. 2014, MS Garden Hotel, Kuantan, Pahang. (pp. 201-205). 10.1063/1.4907445 |
| spellingShingle | Mohd Amin, Nor Azrita Adam, Mohd Bakri Ibrahim, Noor Akma Aris, Ahmad Zaharin Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title | Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title_full | Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title_fullStr | Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title_full_unstemmed | Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title_short | Bivariate generalized Pareto distribution for extreme atmospheric particulate matter |
| title_sort | bivariate generalized pareto distribution for extreme atmospheric particulate matter |
| url | http://psasir.upm.edu.my/id/eprint/57546/1/Bivariate%20generalized%20Pareto%20distribution%20for%20extreme%20atmospheric%20particulate%20matter.pdf |
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