Modelling Extreme Multivariate Events
本文针对至少一个分量达到极值的观测点过程，提出两种生成参数模型的新方法，并讨论统计估计，应用于海洋学数据。
SUMMARY The classical treatment of multivariate extreme values is through componentwise ordering, though in practice most interest is in actual extreme events. Here the point process of observations which are extreme in at least one component is considered. Parametric models for the dependence between components must satisfy certain constraints. Two new techniques for generating such models are presented. Aspects of the statistical estimation of the resulting models are discussed and are illustrated with an application to oceanographic data.