Robust quantile estimation under bivariate extreme value models
Sign Up to like & getrecommendations! Published in 2019 at "Extremes"
DOI: 10.1007/s10687-019-00362-2
Abstract: In risk quantification of extreme events in multiple dimensions, a correct specification of the dependence structure among variables is difficult due to the limited size of effective data. This paper studies the problem of estimating… read more here.
Keywords: quantile estimation; bivariate extreme; extreme value; robust quantile ... See more keywords
Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios
Sign Up to like & getrecommendations! Published in 2020 at "Natural Hazards and Earth System Sciences"
DOI: 10.5194/nhess-20-2091-2020
Abstract: Abstract. Modelling multiple hazard interrelations remains a challenge for practitioners. This article primarily focuses on the interrelations between pairs of hazards. The efficacy of six distinct bivariate extreme models is evaluated through their fitting capabilities… read more here.
Keywords: multi hazard; synthetic datasets; framework developed; bivariate extreme ... See more keywords