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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