Nous nous intéressons à deux variables quantitatives mesurées au cours du temps, formant ainsi une série temporelle bivariée
Let
Mot clés : Estimation du niveau de retour, Indice extrêmal, Cluster, Estimation de probabilité de défaillance, Valeurs extrêmes multivariées, Dépendance extrêmale, onnées environnementales
@article{JSFS_2013__154_2_178_0, author = {Cai, Juan Juan and Foug\`eres, Anne-Laure and Mercadier, C\'ecile}, title = {Environmental data: multivariate {Extreme} {Value} {Theory} in practice}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {178--199}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {154}, number = {2}, year = {2013}, mrnumber = {3120442}, zbl = {1316.62165}, language = {en}, url = {https://www.numdam.org/item/JSFS_2013__154_2_178_0/} }
TY - JOUR AU - Cai, Juan Juan AU - Fougères, Anne-Laure AU - Mercadier, Cécile TI - Environmental data: multivariate Extreme Value Theory in practice JO - Journal de la société française de statistique PY - 2013 SP - 178 EP - 199 VL - 154 IS - 2 PB - Société française de statistique UR - https://www.numdam.org/item/JSFS_2013__154_2_178_0/ LA - en ID - JSFS_2013__154_2_178_0 ER -
%0 Journal Article %A Cai, Juan Juan %A Fougères, Anne-Laure %A Mercadier, Cécile %T Environmental data: multivariate Extreme Value Theory in practice %J Journal de la société française de statistique %D 2013 %P 178-199 %V 154 %N 2 %I Société française de statistique %U https://www.numdam.org/item/JSFS_2013__154_2_178_0/ %G en %F JSFS_2013__154_2_178_0
Cai, Juan Juan; Fougères, Anne-Laure; Mercadier, Cécile. Environmental data: multivariate Extreme Value Theory in practice. Journal de la société française de statistique, Tome 154 (2013) no. 2, pp. 178-199. https://www.numdam.org/item/JSFS_2013__154_2_178_0/
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