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| Autor | Mathieu Ribatet, Taha B.M.J. Ouarda, Eric Sauquet, Jean-Michel Gr´esillon |
| Titel | Modeling All Exceedances Above a Threshold Using an 1 Extremal Dependence Structure: 2 Inferences on Several Flood Characteristics |
| Datum | 4. Februar 2008 |
| Anmerkung | preprint submitted to: Water Resources Research, published on arXiv.org |
| URL | http://arxiv.org/pdf/0802.0436.pdf |
Literaturverz. |
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| Fußnoten | nein |
| Fragmente | 1 |
Fragmente der Quelle:
| [1.] Rh/Fragment 090 03 - Diskussion Zuletzt bearbeitet: 2012-08-11 20:15:01 WiseWoman | Fragment, KeineWertung, Rh, Ribatet et al. 2008, SMWFragment, Schutzlevel, ZuSichten |
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| Untersuchte Arbeit: Seite: 90, Zeilen: 3-6 |
Quelle: Ribatet et al. 2008 Seite(n): 4, Zeilen: 16-19 |
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| Contrary to the univariate case, there is no finite parametrization for the exponent measure function μ([0, x]c ; θ). Thus, it is common to use specific parametric families for μ([0, x]c ; θ) such as the logistic (Galambos (1978)), the asymmetric logistic (Tawn (1988a)), the negative logistic (Galambos (1975)) or the Polynomial models (Klüppelberg and Mayer (2006)). | Contrary to the univariate case, there is no finite parametrization for the V functions. Thus, it is common to use specific parametric families for V such as the logistic [Gumbel, 1960], the asymmetric logistic [Tawn, 1988], the negative logistic [Galambos, 1975] or the asymmetric negative logistic [Joe, 1990] models. |
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