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150324s1991 xx |||||o 00| ||eng c |
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|a (JST)2345748
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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|a Coles, Stuart G.
|e verfasserin
|4 aut
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|a Modelling Extreme Multivariate Events
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|c 1991
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
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|a The classical treatment of multivariate extreme values is through componentwise ordering, though in practice most interest is in actual extreme events. Here the point process of observations which are extreme in at least one component is considered. Parametric models for the dependence between components must satisfy certain constraints. Two new techniques for generating such models are presented. Aspects of the statistical estimation of the resulting models are discussed and are illustrated with an application to oceanographic data.
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|a Copyright 1991 Royal Statistical Society
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| 650 |
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|a Extreme Value Theory
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| 650 |
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|a Generalized Pareto Distrbution
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| 650 |
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|a Maximum Likelihood
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| 650 |
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|a Multivariate Ordering
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| 650 |
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|a Non-Homogeneous Poisson Process
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| 650 |
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|a Simplex Measures
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| 650 |
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|a Business
|x Business economics
|x Commercial production
|x Production resources
|x Resource management
|x Logistics
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| 650 |
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Parametric models
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| 650 |
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|a Physical sciences
|x Physics
|x Mechanics
|x Density
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| 650 |
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|a Physical sciences
|x Physics
|x Mechanics
|x Mass
|x Average linear density
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| 650 |
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Time series models
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| 650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
|x Stochastic processes
|x Poisson process
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| 650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
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| 650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Vector analysis
|x Vector operations
|x Componentwise operations
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| 650 |
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4 |
|a Applied sciences
|x Research methods
|x Modeling
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| 650 |
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|a Physical sciences
|x Earth sciences
|x Geography
|x Geomorphology
|x Landforms
|x Coastal landforms
|x Coasts
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| 655 |
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|a research-article
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|a Tawn, Jonathan A.
|e verfasserin
|4 aut
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|i Enthalten in
|t Journal of the Royal Statistical Society. Series B (Methodological)
|d Royal Statistical Society, 1948
|g 53(1991), 2, Seite 377-392
|w (DE-627)30219746X
|w (DE-600)1490719-7
|x 00359246
|7 nnns
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|g volume:53
|g year:1991
|g number:2
|g pages:377-392
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|u https://www.jstor.org/stable/2345748
|3 Volltext
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|d 53
|j 1991
|e 2
|h 377-392
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