Modelling of extreme wave heights and periods through copulas

Extremes

Volumn 8, Issue 4, 2005, Pages 345-356

  De Waal, D J ^a   Van Gelder, P H A J M ^b  

^a UNIVERSITY OF THE FREE STATE   (South Africa)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Asymptotic independence; BPL copulas; Dirichlet process; Extreme value theory; Joint probablity density functions; Multivariate extreme value distribution; Oceanography; Threshold models

Indexed keywords

EID: 33747703659     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-006-0006-y     Document Type: Article

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