Ordered Multivariate Extremes

DOI10.1111/1467-9868.00136zbMath0910.62054OpenAlexW1976803614MaRDI QIDQ4214248

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Publication date: 26 April 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00136

zbMATH Keywords

rainfallsmultivariate extreme valuesordered variablesmodelling of extremes

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

Bayesian comparison of different rainfall depth-duration-frequency relationships ⋮ Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change ⋮ Hidden regular variation and the rank transform ⋮ Limit laws for multidimensional extremes ⋮ Ordered random variables ⋮ Bivariate extreme analysis of Olympic swimming data ⋮ Modelling extremes of spatial aggregates of precipitation using conditional methods

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