International Journal of Management and Applied Science (IJMAS)
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Statistics report
Jan. 2019
Submitted Papers : 80
Accepted Papers : 10
Rejected Papers : 70
Acc. Perc : 12%
Issue Published : 56
Paper Published : 3634
No. of Authors : 7474
  Journal Paper




Paper Title :
Multivariate Extreme Value Theory and Application to Environment

Author :Samia Ayari, Mohamed Boutahar

Article Citation :Samia Ayari ,Mohamed Boutahar , (2017 ) " Multivariate Extreme Value Theory and Application to Environment " , International Journal of Management and Applied Science (IJMAS) , pp. 11-13, Volume-3,Issue-3

Abstract : In this paper, we are interested in modeling the dependence structure for a multivariate extreme value distribution. A Monte Carlo simulation is conducted to compare the performance of different nonparametric estimators of the dependence function. Experimental results indicate that the Zhang estimator has better performance than the other dependence function estimators. We finally carry out an empirical application to the air pollution data in Tunisia, in order to illustrate the usefulness of the dependence function estimators to describe the link between extreme ozone concentrations observed in some polluted stations. Index Terms— multivariate extreme value distribution, dependence function, air pollution, ozone modeling

Type : Research paper

Indexed : Google Scholar


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