Model-based inference of conditional extreme value distributions with hydrological applications

DOI10.1002/env.2575MaRDI QIDQ6626108zbMATH OpenFDO

Authors Ross Towe, Jonathan A. Tawn, Rob Lamb, C. G. Sherlock

Publication date 28 October 2024

Published in Environmetrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/env.2575

zbMATH Keywords

copuladependence modellingmissing valuesmultivariate extreme value theoryspatial flood risk assessment

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites work

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Cited in

(4)

• Modeling short-ranged dependence in block extrema with application to polar temperature data
• Regression methods for the appearances of extremes in climate data
• Temporal evolution of the extreme excursions of multivariate kth order Markov processes with application to oceanographic data
• Fast return-level estimates for flood insurance via an improved Bennett inequality for random variables with differing upper bounds

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