×

Statistical methods for multivariate extremes: An application to structural design. (English) Zbl 0825.62717

Summary: For many structural design problems univariate extreme value theory is applied to quantify the risk of failure due to extreme levels of some environmental process. In practice, amny forms of structure fail owing to a combination of various processes at extreme levels. Recent developments in statistical methodology for multivariate extremes enable the modelling of such behaviour. The aim of this paper is to demonstrate how these ideas can be exploited as part of the design process.

MSC:

62N05 Reliability and life testing
60G70 Extreme value theory; extremal stochastic processes
PDFBibTeX XMLCite
Full Text: DOI