Joint stochastic simulation of extreme coastal and offshore significant wave heights
From MaRDI portal
Publication:6138647
DOI10.1214/23-AOAS1766OpenAlexW4366525261MaRDI QIDQ6138647
Juliette Legrand, Nicolas Raillard, Pierre Ailliot, Philippe Naveau
Publication date: 16 January 2024
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/23-aoas1766
nonstationaritybivariate extremesextended generalised Pareto distributioncovariate effectssimulation of extremesmultivariate generalised Pareto distributionsignificant wave heights
Cites Work
- Extended generalised Pareto models for tail estimation
- Multivariate generalized Pareto distributions
- Some asymptotic theory for the bootstrap
- Bootstrap methods: another look at the jackknife
- Statistical downscaling for future extreme wave heights in the North Sea
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties
- Basin-wide spatial conditional extremes for severe ocean storms
- An extreme value Bayesian Lasso for the conditional left and right tails
- Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
- Bivariate Logistic Distributions
- Quantile smoothing splines
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- Statistics of Extremes
- A Multivariate Exponential Distribution
- Generalized Additive Modelling of Sample Extremes
- An introduction to statistical modeling of extreme values
- Dependence measures for extreme value analyses
- Non‐stationary conditional extremes of northern North Sea storm characteristics
This page was built for publication: Joint stochastic simulation of extreme coastal and offshore significant wave heights
