Directional multivariate extremes in environmental phenomena
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Publication:6625835
DOI10.1002/ENV.2428zbMATH Open1545.62956MaRDI QIDQ6625835
Raúl Torres, Henry Laniado, Carlo De Michele, Rosa E. Lillo
Publication date: 28 October 2024
Published in: Environmetrics (Search for Journal in Brave)
principal component analysiscopulasmultivariate extremesflood riskmultivariate directional quantilessea storms
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Related Items (3)
On extreme quantile region estimation under heavy-tailed elliptical distributions ⋮ Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets ⋮ Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
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