Environmental data: multivariate extreme value theory in practice

MaRDI QIDQ5262104zbMATH OpenFDO

Authors Juan-Juan Cai, Anne-Laure Fougeres, Cecile Mercadier

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/185/

zbMATH Keywords

clusterenvironmental dataestimation of failure probabilityextremal dependenceextremal indexmultivariate extreme valuesreturn level estimation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Reliability and life testing (62N05) Applications of statistics to environmental and related topics (62P12)

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(4)

• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
• Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
• The tail dependograph
• A loss function approach to identifying environmental exceedances

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