A Bayesian Hierarchical Spatial Copula Model: An Application to Extreme Temperatures in Extremadura (Spain)

J. Agustín García, Mario M. Pizarro, F. Javier Acero, M. Isabel Parra
2021 Atmosphere  
A Bayesian hierarchical framework with a Gaussian copula and a generalized extreme value (GEV) marginal distribution is proposed for the description of spatial dependencies in data. This spatial copula model was applied to extreme summer temperatures over the Extremadura Region, in the southwest of Spain, during the period 1980–2015, and compared with the spatial noncopula model. The Bayesian hierarchical model was implemented with a Monte Carlo Markov Chain (MCMC) method that allows the
more » ... ution of the model's parameters to be estimated. The results show the GEV distribution's shape parameter to take constant negative values, the location parameter to be altitude dependent, and the scale parameter values to be concentrated around the same value throughout the region. Further, the spatial copula model chosen presents lower deviance information criterion (DIC) values when spatial distributions are assumed for the GEV distribution's location and scale parameters than when the scale parameter is taken to be constant over the region.
doi:10.3390/atmos12070897 fatcat:mczdewqhorhqnaein4g2jn2fcm