Modelling of extreme wave heights and periods through copulas (Q2463688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling of extreme wave heights and periods through copulas |
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Modelling of extreme wave heights and periods through copulas (English)
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16 December 2007
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The joint distribution of the extreme wave height and period measured at White Rose, Canada is modeled via a mixture of Burr-Pareto-Logistic copula. Bayesian approach and MCMC are used to fit the parameters.
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threshold models
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multivariate extremes
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Bayesian inference
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