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Dependence Modeling
(Jun 2014)
Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
Dutfoy Anne,
Parey Sylvie,
Roche Nicolas
Affiliations
Dutfoy Anne
EDF R&D, 1, avenue du Général de Gaulle, 92141 CLAMART Cedex, France
Parey Sylvie
EDF R&D, 6 quai Watier, 78401 Chatou Cedex, France
Roche Nicolas
EDF R&D, 6 quai Watier, 78401 Chatou Cedex, France
DOI
https://doi.org/10.2478/demo-2014-0003
Journal volume & issue
Vol. 2, no. 1
Abstract
Read online
No abstracts available.
Keywords
multivariate extreme value theory
joint extreme hazards
asymptotic independence
62g32
62h05
62h12
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