Coles, S. G.; Tawn, J. A. Statistical methods for multivariate extremes: An application to structural design. (English) Zbl 0825.62717 J. R. Stat. Soc., Ser. C 43, No. 1, 1-48 (1994). 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. Cited in 58 Documents MSC: 62N05 Reliability and life testing 60G70 Extreme value theory; extremal stochastic processes Keywords:concomitants; extreme value theory; generalized extreme value distribution; generalized Pareto distribution; multivariate extreme value distribution; multivariate ordering; point processes; reliability; sea- levels; waves PDFBibTeX XMLCite \textit{S. G. Coles} and \textit{J. A. Tawn}, J. R. Stat. Soc., Ser. C 43, No. 1, 1--48 (1994; Zbl 0825.62717) Full Text: DOI