The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies based on data from several UK locations have revealed an inadequacy of this class for modelling the typ...

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series C (Applied Statistics). - Blackwell Publishers. - 49(2000), 1, Seite 31-49
1. Verfasser:	Bortot, Paola (VerfasserIn)
Weitere Verfasser:	Coles, Stuart, Tawn, Jonathan
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	2000
Zugriff auf das übergeordnete Werk:	Journal of the Royal Statistical Society. Series C (Applied Statistics)
Schlagworte:	Asymptotic Independence Extreme Value Theory Gaussian Distribution Joint Probabilities Method Multivariate Extreme Value Distribution Oceanography Structure Variable Method Threshold Models Applied sciences Mathematics mehr... Physical sciences Information science