Statistical Methods for Multivariate Extremes: An Application to Structural Design

Jonathan A. Tawn

278 citations0/0 files storedJournal of the Royal Statistical Society Series C (Applied Statistics)

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Abstract

Stuart G. Coles, Jonathan A. Tawn, Statistical Methods for Multivariate Extremes: An Application to Structural Design, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 43, No. 1 (1994), pp. 1-48

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References

1987Extreme Values, Regular Variation and Point Processes 1990The Asymptotic Theory of Extreme Order Statistics 1988Bivariate Extreme Value Theory: Models and Estimation 1991Modelling Extreme Multivariate Events 1984A Spectral Representation for Max-stable Processes 1977Limit theory for multivariate sample extremes

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