The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (Q4949584): Difference between revisions

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Latest revision as of 23:50, 19 March 2024

scientific article; zbMATH DE number 1441508
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English
The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
scientific article; zbMATH DE number 1441508

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    The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (English)
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    24 September 2000
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    asymptotic independence
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    extreme value theory
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    Gaussian distribution
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    joint probabilities method
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    multivariate extreme value distribution
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    oceanography
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    structure variable method
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    threshold models
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