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Estimation with multivariate extreme value distributions with applications to environmental data Chen, Youshi
Abstract
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn 1990, Joe 1990a, 1990b) have been proposed recently. Applications to multivariate extreme value data sets are needed to assess the adequacy of the known families in their fit to data. Different families are compared in their range of multivariate dependence and their ease of use for maximum likelihood estimation. Some useful conclusions have been made from experience with several environmental data sets.
Item Metadata
| Title |
Estimation with multivariate extreme value distributions with applications to environmental data
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| Creator | |
| Publisher |
University of British Columbia
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| Date Issued |
1991
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| Description |
Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn 1990, Joe 1990a, 1990b) have been proposed recently. Applications to multivariate extreme value data sets are needed to assess the adequacy of the known families in their fit to data. Different families are compared in their range of multivariate dependence and their ease of use for maximum likelihood estimation. Some useful conclusions have been made from experience with several environmental data sets.
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| Genre | |
| Type | |
| Language |
eng
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| Date Available |
2010-11-04
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
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| DOI |
10.14288/1.0302381
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| URI | |
| Degree | |
| Program | |
| Affiliation | |
| Degree Grantor |
University of British Columbia
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| Campus | |
| Scholarly Level |
Graduate
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| Aggregated Source Repository |
DSpace
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Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.