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Multivariate extreme‐value distributions with applications to environmental data
Author(s) -
Joe Harry
Publication year - 1994
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315822
Subject(s) - multivariate statistics , extreme value theory , parametric statistics , multivariate analysis , parametric model , environmental data , statistics , range (aeronautics) , generalized extreme value distribution , econometrics , environmental science , mathematics , computer science , engineering , ecology , biology , aerospace engineering
Abstract Some parametric families of multivariate extreme‐value distributions have been proposed in recent years; several additional parametric families are derived here. The parametric models are fitted, using numerical maximum likelihood, to some environmental multivariate extreme data sets consisting of extreme concentrations of a pollutant at several monitoring stations in a region. Some multivariate nonnormal data analysis techniques are proposed to aid in the likelihood analysis. The new models, together with previous models, appear to be adequate for inferences in that they cover a wide range of possible dependence patterns.