Sea and Wind: Multivariate Extremes at Work.

Autor: de Haan, Laurens, de Ronde, John
Zdroj: Extremes; Jan1998, Vol. 1 Issue 1, p7-45, 39p
Abstrakt: Multivariate extreme value theory is used to estimate the probability of failure of a sea-wall near the town of Petten in Noord Holland, The Netherlands. The sample consists of 828 observations of still water levels and wave heights collected during storm events over a 13-year period. The paper sketches the probabilistic and statistical theory behind the estimation procedures used. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index