Causal tail coefficient for compound extremes in multivariate time series
多变量时间序列复合极端事件的因果尾部系数
Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have been observed across a wide range of domains, including space weather, climate, and environmental science. For example, heavy rainfall sustained over consecutive days can impose cumulative stress on urban drainage systems, potentially…