The multivariate Gaussian tail model: An application to oceanographic data

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 49, Issue 1, 2000, Pages 31-049

  Bortot, Paola ^b   Coles, Stuart ^b   Tawn, Jonathan ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b NONE

Author keywords

Asymptotic independence; Extreme value theory; Gaussian distribution; Joint probabilities method; Multivariate extreme value distribution; Oceanography; Structure variable method; Threshold models

Indexed keywords

EID: 0034354804     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00177     Document Type: Article

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