Statistical Methods for Multivariate Extremes: An Application to Structural Design

SUMMARY For many structural design problems univariate extreme value theory is applied to quantify the risk of failure due to extreme levels of some environmental process. In practice, many forms of structure fail owing to a combination of various processes at extreme levels. Recent developments in statistical methodology for multivariate extremes enable the modelling of such behaviour. The aim of this paper is to demonstrate how these ideas can be exploited as part of the design process.