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dc.contributor.authorBücher, Axel-
dc.contributor.authorKinsvater, Paul-
dc.contributor.authorKojadinovic, Ivan-
dc.date.accessioned2015-04-29T10:44:00Z-
dc.date.available2015-04-29T10:44:00Z-
dc.date.issued2015-
dc.identifier.urihttp://hdl.handle.net/2003/34072-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-7306-
dc.description.abstractIn environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive to such changes. The resulting procedure is also extended to allow the detection of changes in the extreme-value dependence under the presence of known breaks in the marginal distributions. Simulations are carried out to study the finite-sample behavior of both versions of the proposed test. Illustrations on hydrological data sets conclude the work.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;12/2015en
dc.subjectcopulaen
dc.subjectsequential empirical processesen
dc.subjectresamplingen
dc.subjectPickands dependence functionen
dc.subjectmultivariate block maximaen
dc.subjecthydrological applicationsen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleDetecting breaks in the dependence of multivariate extreme-value distributionsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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