The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (Q4949584)
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scientific article; zbMATH DE number 1441508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multivariate Gaussian Tail Model: An Application to Oceanographic Data |
scientific article; zbMATH DE number 1441508 |
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The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (English)
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24 September 2000
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asymptotic independence
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extreme value theory
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Gaussian distribution
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joint probabilities method
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multivariate extreme value distribution
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oceanography
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structure variable method
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threshold models
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