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UBC Theses and Dissertations

Estimation with multivariate extreme value distributions with applications to environmental data Chen, Youshi


Several parametric families of multivariate extreme value distributions (Hüsler and Reiss 1989, Tawn 1990, Joe 1990a, 1990b) have been proposed recently. Applications to multivariate extreme value data sets are needed to assess the adequacy of the known families in their fit to data. Different families are compared in their range of multivariate dependence and their ease of use for maximum likelihood estimation. Some useful conclusions have been made from experience with several environmental data sets.

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