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Multivariate extreme‐value distributions with applications to environmental data

 

作者: Harry Joe,  

 

期刊: Canadian Journal of Statistics  (WILEY Available online 1994)
卷期: Volume 22, issue 1  

页码: 47-64

 

ISSN:0319-5724

 

年代: 1994

 

DOI:10.2307/3315822

 

出版商: Wiley‐Blackwell

 

关键词: Multivariate extreme‐value distribution;copula;numerical maximum likelihood

 

数据来源: WILEY

 

摘要:

AbstractSome parametric families of multivariate extreme‐value distributions have been proposed in recent years; several additional parametric families are derived here. The parametric models are fitted, using numerical maximum likelihood, to some environmental multivariate extreme data sets consisting of extreme concentrations of a pollutant at several monitoring stations in a region. Some multivariate nonnormal data analysis techniques are proposed to aid in the likelihood analysis. The new models, together with previous models, appear to be adequate for inferences in that they cover a wide range of possible dependence pattern

 

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