Extreme value analysis of multivariate high-frequency wind speed data

DOI10.1080/15598608.2013.756346zbMath1425.62073OpenAlexW2043541431MaRDI QIDQ2320812

Christina Steinkohl, Richard A. Davis, Claudia Klüppelberg

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2013.756346

zbMATH Keywords

bivariate extreme value theorygeneralized Pareto distributionwind speed

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Uses Software

• ismev

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Max-stable processes for modeling extremes observed in space and time
• New estimators of the Pickands dependence function and a test for extreme-value dependence
• Bivariate extreme statistics. I
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
• Estimating tails of probability distributions
• Models for stationary max-stable random fields
• Time Change, Volatility, and Turbulence
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Bivariate extreme value theory: Models and estimation
• Statistical Inference for Max-Stable Processes in Space and Time
• Statistics of Extremes
• Directional Modelling of Extreme Wind Speeds
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence
• An introduction to statistical modeling of extreme values

This page was built for publication: Extreme value analysis of multivariate high-frequency wind speed data