Statistical Methods for Multivariate Extremes: An Application to Structural Design
作者： Stuart G. Coles , Jonathan A. Tawn
DOI: 10.2307/2986112
关键词: Joint probability distribution 、 Engineering design process 、 Mathematics 、 Process (engineering) 、 Extreme value theory 、 Generalized extreme value distribution 、 Multivariate statistics 、 Econometrics 、 Univariate 、 Multivariate normal distribution
摘要: For many structural design problems univariate extreme value theory is applied to quantify the risk of failure due levels some environmental process. In practice, forms structure fail owing a combination various processes at levels. Recent developments in statistical methodology for multivariate extremes enable modelling such behaviour. The aim this paper demonstrate how these ideas can be exploited as part process
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