Joint modelling of wave spectral parameters for extreme sea states
Tài liệu tham khảo
Bingham, 1987
Eastoe, 2009, Modelling non-stationary extremes with application to surface level ozone, Appl. Statist., 58, 22
Ferreira, 2002, Modelling bivariate distributions of significant wave height and mean wave period, Appl. Ocean Res., 21, 31, 10.1016/S0141-1187(02)00006-8
Forristall, G.Z., Cooper, C.K., Design current profiles using empirical orthogonal function (EOF) and inverse FORM methods. In: Offshore Technology Conference OTC8267, 1997.
Haver, 1985, Wave climate off northern Norway, Appl. Ocean Res., 7, 85, 10.1016/0141-1187(85)90038-0
Heffernan, 2004, A conditional approach for multivariate extreme values, J. R. Statist. Soc. B, 66, 497, 10.1111/j.1467-9868.2004.02050.x
Jonathan, 2007, Uncertainties in extreme wave height estimates for hurricane dominated regions, J. Offshore Mech. Arctic Eng., 129, 300, 10.1115/1.2746401
Jonathan, 2008, Statistical estimation of extreme ocean environments: the requirement for modelling directionality and other covariate effects, Ocean Eng., 35, 1211, 10.1016/j.oceaneng.2008.04.002
Latham, M., Statistical methodology for the extreme values of dependent processes. Ph.D. Thesis, Lancaster University, UK, 2006.
Ledford, 2003, Diagnostics for dependence within time series extremes, J. R. Statist. Soc. Ser. B Stat. Methodology, 65, 521, 10.1111/1467-9868.00400
Ledford, 1996, Statistics for near independence in multivariate extreme values, Biometrika, 83, 169, 10.1093/biomet/83.1.169
Ledford, 1997, Modelling dependence within joint tail regions, J. R. Statist. Soc. B, 59, 475, 10.1111/1467-9868.00080
Reiss, 2001
Schlather, 2001, Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution, Stat. Prob. Lett., 53, 325, 10.1016/S0167-7152(01)00090-6
Smith, 1992, The extremal index for a Markov chain, J. Appl. Prob., 29, 37, 10.2307/3214789
Teugels, 2004, Box-Cox transformations and heavy-tailed distributions, J. Appl. Prob., 41A, 213, 10.1239/jap/1082552200
Winterstein, S.R., Ude, T.C., Cornell, C.A., Bjerager, P., Haver, S., Environmental parameters for extreme response: Inverse FORM with omission factors. In: Proceedings of the 6th International Conference on Structural Safety and Reliability, Innsbruck, Austria, 1993.