Articles | Volume 15, issue 1
https://doi.org/10.5194/hess-15-141-2011
© Author(s) 2011. This work is distributed under the Creative Commons Attribution 3.0 License.
Special issue:
Research article
| 
17 Jan 2011
Research article |
| 17 Jan 2011
Estimating strategies for multiparameter Multivariate Extreme Value copulas
Related subject area
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Butler, A., Heffernan, J. E., Tawn, J. A., and Flather, R. A.: Trend estimation in extremes of synthetic North Sea surges, J. R. Stat. Soc. – Series C – Appl. Stat., 56, 395–414, 2007.
Cap{é}ra{à}, P., Foug{è}res, A.-L., and Genest, C.: A stochastic ordering based on a decomposition of K}endall's tau, in: Distributions with Given Marginals and Moment Problems, edited by Bene\u{s, V. and \u{S}tĕp{á}n, J., 81–86, Kluwer Academic, Dordrecht, 1997.
Durante, F. and Salvadori, G.: On the construction of Multivariate Extreme Value models via copulas, Environmetrics, 21, 143–161, 2010.
Durante, F., Quesada-Molina, J., and Úbeda-Flores, M.: On a family of multivariate copulas for aggregation processes, Informat. Sciences, 177, 5715–5724, 2007.
