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Ordered multivariate extremes
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DOI：10.1111/1467-9868.00136.png)
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Abstract
En 中文
Multivariate extreme value models and associated statistical methods are developed for vector observations whose components are subject to an order restriction. The approach extends the multivariate threshold methodology of Coles and Tawn, Joe and co-workers and Smith and cc-workers. The results are illustrated by an analysis of extreme rainfalls of different durations, and by a study of the problem of linking a long series of daily rainfall extremes with a partially overlapping shorter series of hourly extremes.
Keywords:
modelling of extremes
multivariate extreme values
ordered variables
rainfall
threshold methods
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