This article compares the modeling of nonstationary extreme events using parametric models with local parametric and semiparametric approaches also motivated by extreme value theory. Specifically, three estimators are compared based on (a) (local) semiparametric moment estimation, (b) (local) maximum likelihood estimation, and (c) spline‐based maximum likelihood estimation. Inference is performed in a sequential manner, highlighting the synergies between the different approaches to estimating extreme quantiles, including the T‐year level and right endpoint when finite. We present a novel heuristic to estimate nonstationary extreme value threshold with exceedances varying on a circular domain, and hypothesis‐testing procedures for identifying max‐domain of attraction in the nonstationary setting. Bootstrapping is used to estimate nonstationary confidence bounds throughout. We provide step‐by‐step guides for estimation, and explore the different inference strategies in application to directional modeling of hindcast storm peak significant wave heights recorded in the North Sea.

中文翻译：

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风暴严重程度的非平稳极端建模：比较参数和半参数推断

本文比较了使用参数模型的非平稳极端事件的建模与也受极值理论推动的局部参数和半参数方法。具体来说，基于（a）（局部）半参数矩估计，（b）（局部）最大似然估计和（c）基于样条的最大似然估计对三个估计器进行比较。推理以顺序方式执行，突出了估算极端分位数（包括T）的不同方法之间的协同作用年级和正确的终点（有限时）。我们提出了一种新颖的启发式方法来估计非平稳极值阈值，且超出范围在圆域上有所变化，并提出了假设检验程序来识别非平稳环境中的最大吸引域。自举用于估计整个非平稳置信范围。我们提供了分步指导进行估算，并探索了不同的推理策略在北海记录的后预报风暴峰值有效波高的定向建模中的应用。