Extremal characteristics of conditional models

DOI10.1007/S10687-022-00453-7MaRDI QIDQ2688194zbMATH OpenOpenAlexFDO

Authors Stan Tendijck, Jonathan A. Tawn, Philip Jonathan

Publication date 2 March 2023

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2202.11673

zbMATH Keywords

Laplace approximationmultivariate extremesconditional extremesocean engineering

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

Cites work

• scientific article; zbMATH DE number 2122818 (Why is no real title available?)
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Basin-wide spatial conditional extremes for severe ocean storms
• Dependence measures for extreme value analyses
• Estimation of conditional laws given an extreme component
• Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model
• Extreme Value Theory as a Risk Management Tool
• Graphical Models for Extremes
• Linking representations for multivariate extremes via a limit set
• Self-consistent estimation of conditional multivariate extreme value distributions
• Statistics for near independence in multivariate extreme values

Cited in

(2)

• Detecting a conditional extreme value model
• Extremal Characteristics of Conditional Models

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