Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 36, No. 3 (September/septembre 2008), pp. 383-396 (14 pages) Any continuous bivariate distribution can be expressed in ...
Starting from the characterization of extreme-value copulas based on max-stability, largesample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the ...
We adapt a semi-Bayesian hierarchical modeling framework to jointly characterize the space–time variability of seasonal precipitation totals and precipitation extremes across the Northern Great Plains ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback