Inference for bivariate extremes via a semi-parametric angular-radial model
基于半参数角度—径向模型的二元极值推断
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide variety of statistical techniques have been proposed in the literature; however, many such methods are limited in the forms of dependence they can capture, or make strong parametric assumptions about data structures. In this article, we introduce a novel inference framework for multivariate extremes…