首页 | 本学科首页   官方微博 | 高级检索  
     


Modelling of extreme wave heights and periods through copulas
Authors:D.?J.?de?Waal,P.?H.?A.?J.?M.?van?Gelder  author-information"  >  author-information__contact u-icon-before"  >  mailto:P.H.A.J.M.vanGelder@TUDelft.NL"   title="  P.H.A.J.M.vanGelder@TUDelft.NL"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author
Affiliation:(1) University of the Free State, Bloemfontein, South Africa;(2) Delft University of Technology, Delft, The Netherlands
Abstract:Optimal design of coastal or offshore structures requires the estimation of extreme quantiles of oceanographic data such as wave heights and wave periods. Since there are strong correlations between oceanographic variables, it is necessary to use multivariate models in order to capture its dependencies. To achieve this, an approach based on copulas is proposed and is compared to a model based on the physical behaviour of waves.
Keywords:Asymptotic independence  Extreme value theory  Joint probability density functions  Multivariate extreme value distribution  Oceanography  Threshold models  Dirichlet process  BPL copulas
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号