The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
DOI10.1111/1467-9876.00177zbMath0944.62110OpenAlexW2055463720MaRDI QIDQ4949584
Jonathan A. Tawn, Paola Bortot, Stuart G. Coles
Publication date: 24 September 2000
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9876.00177
oceanographyGaussian distributionasymptotic independenceextreme value theorythreshold modelsmultivariate extreme value distributionstructure variable methodjoint probabilities method
Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Hydrology, hydrography, oceanography (86A05)
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