Artikel
Open Access
Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
-
Anne Dutfoy
,
Sylvie Parey
Veröffentlicht/Copyright:
2. Juni 2014
Received: 2013-6-2
Accepted: 2014-4-24
Published Online: 2014-6-2
© 2014 Anne Dutfoy et al
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
Schlagwörter für diesen Artikel
Multivariate extreme value theory;
Joint extreme hazards;
Asymptotic independence
Creative Commons
BY-NC-ND 3.0
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
