Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
双变量混合分布的极端值建模及其海洋数据应用
There currently exist a variety of statistical methods for modeling bivariate extremes. However, when the dependence between variables is driven by more than one latent process, these methods are likely to fail to give reliable inferences. We consider situations in which the observed dependence at extreme levels is a mixture of a possibly unknown number of much simpler bivariate distributions. For such structures, we demonstrate the limitations of existing methods and…