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Assessment of extreme records in environmental data through the study of stochastic orders for scale mixtures of skew normal vectors

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dc.contributor.authorMartín Arevalillo, Jorge
dc.contributor.authorNavarro, Jorge
dc.date.accessioned2025-03-18T12:12:24Z
dc.date.available2025-03-18T12:12:24Z
dc.date.issued2024-02-18
dc.descriptionThe registered version of this article, first published in “Environmental and Ecological Statistics, vol. 31, 2024", is available online at the publisher's website: Springer, https://doi.org/10.1007/s10651-024-00600-2 La versión registrada de este artículo, publicado por primera vez en “Environmental and Ecological Statistics, vol. 31, 2024", está disponible en línea en el sitio web del editor: Springer, https://doi.org/10.1007/s10651-024-00600-2
dc.description.abstractScale mixtures of skew normal distributions are flexible models well-suited to handle departures from multivariate normality. This paper is concerned with the stochastic comparison of vectors that belong to the family of scale mixtures of skew normal distributions. The paper revisits some of their properties with a proposal that allows to carry out tail weight stochastic comparisons. The connections of the proposed stochastic orders with the non-normality parameters of the multivariate model are also studied for some popular distributions within the family. The role played by these parameters to tackle the non-normality of multivariate data is enhanced as a result. This work is motivated by the analysis of multivariate data in environmental studies which usually collect maximum or minimum values exhibiting departures from normality. The implications of our theoretical results in addressing the stochastic comparison of extreme environmental records is illustrated with an application to a real data study on maximum temperatures in the Iberian Peninsula throughout the last century. The resulting findings may elucidate whether extreme temperatures are evolving for such a long period.en
dc.description.versionversión final
dc.identifier.citationArevalillo, J.M., Navarro, J. Assessment of extreme records in environmental data through the study of stochastic orders for scale mixtures of skew normal vectors. Environ Ecol Stat 31, 151–179 (2024). https://doi.org/10.1007/s10651-024-00600-2
dc.identifier.doihttps://doi.org/10.1007/s10651-024-00600-2
dc.identifier.issn1352-8505
dc.identifier.urihttps://hdl.handle.net/20.500.14468/26308
dc.journal.titleEnvironmental and Ecological Statistics
dc.journal.volume31
dc.language.isoen
dc.page.final179
dc.page.initial151
dc.publisherSpringer
dc.relation.centerFacultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.es
dc.subject.keywordsconvex transform orderen
dc.subject.keywordskurtosisen
dc.subject.keywordsLikelihood ratio orderen
dc.subject.keywordsmaximum temperature dataen
dc.subject.keywordstail weighten
dc.titleAssessment of extreme records in environmental data through the study of stochastic orders for scale mixtures of skew normal vectorsen
dc.typeartículoes
dc.typejournal articleen
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relation.isAuthorOfPublication.latestForDiscoveryea1c092a-eceb-49c8-abb7-d4d52f53930a
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