The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

DOI10.1111/1467-9876.00177MaRDI QIDQ4949584zbMATH OpenOpenAlexFDO

Authors Paola Bortot, Jonathan A. Tawn, Stuart 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

zbMATH Keywords

asymptotic independenceextreme value theoryGaussian distributionjoint probabilities methodmultivariate extreme value distributionoceanographystructure variable methodthreshold models

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05)

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Cited in

(20)

• Sea and wind: multivariate extremes at work
• Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
• Modeling spatial extremes using normal mean-variance mixtures
• Semiparametric bivariate modelling with flexible extremal dependence
• A note on the convergence of trivariate extreme order statistics and extension
• Likelihood estimators for multivariate extremes
• A new class of models for bivariate joint tails
• Extreme dependence models based on event magnitude
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Geostatistics of dependent and asymptotically independent extremes
• Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
• Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
• Modern statistical methods in oceanography: a hierarchical perspective
• Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
• Distributed Inference for Spatial Extremes Modeling in High Dimensions
• Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
• Model-based inference of conditional extreme value distributions with hydrological applications
• Recognizing a spatial extreme dependence structure: a deep learning approach
• Statistical inference for multivariate extremes via a geometric approach
• Additive functional gauge modelling with multivariate copulas for the assessment of high-risk scenarios

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