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
Published : Volume-3,Issue-3
DOIONLINE NO - IJMAS-IRAJ-DOIONLINE-7478
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Copyright: © Institute of Research and Journals
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Published on 2017-06-07 |
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