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A New Model of Peaks over Threshold for Multivariate Extremes

机译:多变量极端阈值的新模型

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摘要

The peaks over threshold(POT) methods are used for the univariate and multivariate extreme value analyses of the wave and wind records collected from a hydrometric station in the South China Sea. A new multivariate POT method: Multivariate GPD(MGPD) model is proposed, which can be built easily according to developed parametric models and is a natural distribution of multivariate POT methods. A joint threshold selection approach is used in the MGPD model well. Finally, sensitivity analyses are carried out to calculate the return values of the base shear, and two declustering schemes are compared in this study.

著录项

  • 来源
    《中国海洋工程(英文版)》 |2014年第6期|761-776|共16页
  • 作者

    罗耀; 朱良生;

  • 作者单位
  • 收录信息 中国科学引文数据库(CSCD);中国科技论文与引文数据库(CSTPCD);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

  • 入库时间 2022-08-19 04:48:07
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