Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks

Juan Juan Cai, Phyllis Wan, Gamze Ozel

Research output: Contribution to journalArticlepeer-review

Abstract

In an earthquake event, the combination of a strong mainshock and damaging aftershocks is often the cause of severe structural damages and/or high death tolls. The objective of this paper is to provide estimation for the probability of such extreme events where the mainshock and the largest aftershocks exceed certain thresholds. Two approaches are illustrated and compared – a parametric approach based on previously observed stochastic laws in earthquake data, and a non-parametric approach based on bivariate extreme value theory. We analyze the earthquake data from the North Anatolian Fault Zone (NAFZ) in Turkey during 1965–2018 and show that the two approaches provide unifying results.

Original languageEnglish (US)
Pages (from-to)199-214
Number of pages16
JournalExtremes
Volume24
Issue number2
DOIs
StatePublished - Jun 2021
Externally publishedYes

Keywords

  • Aftershock
  • Bivariate extreme value theory
  • Earthquake data
  • Mainshock
  • Tail probability

ASJC Scopus subject areas

  • Statistics and Probability
  • Engineering (miscellaneous)
  • Economics, Econometrics and Finance (miscellaneous)

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