Ordered Multivariate Extremes

DOI10.1111/1467-9868.00136MaRDI QIDQ4214248zbMATH OpenOpenAlexFDO

Authors

Publication date 26 April 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00136

zbMATH Keywords

modelling of extremesmultivariate extreme valuesordered variablesrainfalls

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

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(12)

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• Multivariate distributions with support above the diagonal
• Statistical Methods for Multivariate Extremes: An Application to Structural Design
• Hidden regular variation and the rank transform
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• Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change
• Joint modelling of annual precipitation maxima over several durations for the construction of intensity-duration-frequency curves
• Bayesian comparison of different rainfall depth-duration-frequency relationships

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