✦ LIBER ✦

On the construction of multivariate extreme value models via copulas

✍ Scribed by F. Durante; G. Salvadori

Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 534 KB
Volume: 21
Category: Article
ISSN: 1180-4009
DOI: 10.1002/env.988

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the dependence function of Sibuya in

On the dependence function of Sibuya in multivariate extreme value theory

✍ A. Obretenov 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 316 KB

On the use of the directional derivative

On the use of the directional derivative in obtaining multivariate extreme values

✍ Alvin D Wiggins 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 402 KB

The annual cycle of heavy precipitation

The annual cycle of heavy precipitation across the United Kingdom: a model based on extreme value statistics

✍ D. Maraun; H. W. Rust; T. J. Osborn 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 675 KB

## Abstract The annual cycle of extreme 1‐day precipitation events across the UK is investigated by developing a statistical model and fitting it to data from 689 rain gauges. A generalized extreme‐value distribution (GEV) is fit to the time series of monthly maxima, across all months of the year s