Sea and Wind: Multivariate Extremes at Work
作者： Laurens de Haan , John de Ronde
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摘要: Multivariate extreme value theory is used to estimate the probability of failure a sea-wall near town Petten in Noord Holland, The Netherlands. sample consists 828 observations still water levels and wave heights collected during storm events over 13-year period. paper sketches probabilistic statistical behind estimation procedures used.
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