Directional multivariate extremes in environmental phenomena

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)

zbMATH Keywords

principal component analysiscopulasmultivariate extremesflood riskmultivariate directional quantilessea storms

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

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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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