Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...
Starting from the characterization of extreme-value copulas based on max-stability, largesample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 43, No. 1 (1994), pp. 139-157 (19 pages) Extreme value models play an important role in assessing the risk to buildings ...
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