Estimating strategies for multiparameter Multivariate Extreme Value copulas
Multivariate Extreme Value models are a fundamental tool in order to assess potentially dangerous events. Exploiting recent theoretical developments in the theory of Copulas, new multiparameter models can be easily constructed. In this paper we suggest several strategies in order to estimate the par...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2011-01-01
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| Series: | Hydrology and Earth System Sciences |
| Online Access: | http://www.hydrol-earth-syst-sci.net/15/141/2011/hess-15-141-2011.pdf |