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Statistical Modelling of Extreme Rainfall Indices using Multivariate Extreme Value Distributions

Environmental Modeling & Assessment, 2021
Multivariate extreme value models are used to investigate the combined behaviour of several weather variables. To investigate joint dependence of extreme rainfall events, a multivariate conditional modelling approach was considered to analyse the behaviour of joint extremes of rainfall events at selected weather stations in South Africa.
Tadele Akeba Diriba   +1 more
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Novelty Detection with Multivariate Extreme Value Statistics

Journal of Signal Processing Systems, 2010
Novelty detection, or one-class classification, aims to determine if data are "normal" with respect to some model of normality constructed using examples of normal system behaviour. If that model is composed of generative probability distributions, the extent of "normality" in the data space can be described using Extreme Value Theory (EVT), a branch ...
Clifton, D, Hugueny, S, Tarassenko, L
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Statistics for near independence in multivariate extreme values

Biometrika, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ledford, Anthony W., Tawn, Jonathan A.
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