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Ordered multivariate extremes.

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Ordered multivariate extremes. / Nadarajah, S.; Anderson, C. W.; Tawn, J. A.
In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 60, No. 2, 1998, p. 473-496.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Nadarajah, S, Anderson, CW & Tawn, JA 1998, 'Ordered multivariate extremes.', Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 60, no. 2, pp. 473-496. https://doi.org/10.1111/1467-9868.00136

APA

Nadarajah, S., Anderson, C. W., & Tawn, J. A. (1998). Ordered multivariate extremes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 60(2), 473-496. https://doi.org/10.1111/1467-9868.00136

Vancouver

Nadarajah S, Anderson CW, Tawn JA. Ordered multivariate extremes. Journal of the Royal Statistical Society: Series B (Statistical Methodology). 1998;60(2):473-496. doi: 10.1111/1467-9868.00136

Author

Nadarajah, S. ; Anderson, C. W. ; Tawn, J. A. / Ordered multivariate extremes. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 1998 ; Vol. 60, No. 2. pp. 473-496.

Bibtex

@article{3f3476c3718a472d957fdaf183350329,
title = "Ordered multivariate extremes.",
abstract = "Multivariate extreme value models and associated statistical methods are developed for vector observations whose components are subject to an order restriction. The approach extends the multivariate threshold methodology of Coles and Tawn, Joe and co-workers and Smith and co-workers. The results are illustrated by an analysis of extreme rainfalls of different durations, and by a study of the problem of linking a long series of daily rainfall extremes with a partially overlapping shorter series of hourly extremes.",
keywords = "Modelling of extremes • Multivariate extreme values • Ordered variables • Rainfall • Threshold methods",
author = "S. Nadarajah and Anderson, {C. W.} and Tawn, {J. A.}",
year = "1998",
doi = "10.1111/1467-9868.00136",
language = "English",
volume = "60",
pages = "473--496",
journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)",
issn = "1369-7412",
publisher = "Wiley-Blackwell",
number = "2",

}

RIS

TY - JOUR

T1 - Ordered multivariate extremes.

AU - Nadarajah, S.

AU - Anderson, C. W.

AU - Tawn, J. A.

PY - 1998

Y1 - 1998

N2 - Multivariate extreme value models and associated statistical methods are developed for vector observations whose components are subject to an order restriction. The approach extends the multivariate threshold methodology of Coles and Tawn, Joe and co-workers and Smith and co-workers. The results are illustrated by an analysis of extreme rainfalls of different durations, and by a study of the problem of linking a long series of daily rainfall extremes with a partially overlapping shorter series of hourly extremes.

AB - Multivariate extreme value models and associated statistical methods are developed for vector observations whose components are subject to an order restriction. The approach extends the multivariate threshold methodology of Coles and Tawn, Joe and co-workers and Smith and co-workers. The results are illustrated by an analysis of extreme rainfalls of different durations, and by a study of the problem of linking a long series of daily rainfall extremes with a partially overlapping shorter series of hourly extremes.

KW - Modelling of extremes • Multivariate extreme values • Ordered variables • Rainfall • Threshold methods

U2 - 10.1111/1467-9868.00136

DO - 10.1111/1467-9868.00136

M3 - Journal article

VL - 60

SP - 473

EP - 496

JO - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

JF - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

SN - 1369-7412

IS - 2

ER -