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Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper, we provide a tutorial on multivariate extreme value methods which allows to estimate the risk associated with rare events occurring jointly. We draw particular attention to issues related to extremal dependence and we insist on the asymptotic independence feature. We apply the multivariate extreme value theory on two data sets related to hydrology and meteorology: first, the joint flooding of two rivers, which puts at risk the facilities lying downstream the confluence; then the joint occurrence of high speed wind and low air temperatures, which might affect overhead lines.
Wydawca
Czasopismo
Rocznik
Tom
2
Numer
1
Opis fizyczny
Daty
otrzymano
2013-06-02
zaakceptowano
2014-04-24
online
2014-06-02
Twórcy
autor
  • EDF R&D, 1, avenue du Général de Gaulle, 92141 CLAMART Cedex, France, anne.dutfoy@edf.fr
autor
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_2478_demo-2014-0003
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