Modelling of extreme wave heights and periods through copulas

DOI10.1007/s10687-006-0006-yzbMath1164.86300OpenAlexW2024043756MaRDI QIDQ2463688

D. J. de Waal, P. H. A. J. M. van Gelder

Publication date: 16 December 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-006-0006-y

zbMATH Keywords

multivariate extremesthreshold modelsBayesian inference

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Geostatistics (86A32)

Related Items

Environmental contours as Voronoi cells ⋮ Incorporating Regular Vines in Estimation of Distribution Algorithms ⋮ The Gaussian Polytree EDA with Copula Functions and Mutations ⋮ Semiparametric bivariate modelling with flexible extremal dependence ⋮ A Compendium of Copulas ⋮ Long-term time-dependent stochastic modelling of extreme waves

Uses Software

• BayesDA

Cites Work

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• On a class of Bayesian nonparametric estimates: I. Density estimates
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Bayesian Nonparametric Inference for Random Distributions and Related Functions
• Understanding Relationships Using Copulas