Statistical modelling of extreme ocean climate with incorporation of storm clustering
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272,030 citations
"Statistical modelling of extreme oc..." refers background in this paper
...4 = 0 otherwise Eventually, the model is coded in R (R Development Core Team 2012)....
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8,626 citations
"Statistical modelling of extreme oc..." refers background in this paper
...The t-copula is an elliptical copula, which is similar to a Gaussian copula but has some tail dependence and simply generalises to the multivariate case (Nelsen 1999)....
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...copula, which is similar to a Gaussian copula but has some tail dependence and simply generalises to the multivariate case (Nelsen 1999)....
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2,329 citations
"Statistical modelling of extreme oc..." refers background or methods in this paper
...The two alternatives are fitted to the data using MLE....
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...The θ parameters are estimated using the Maximum Likelihood Estimation (MLE)....
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...These distributions are fitted to the data using L-moments, which are often suggested for small-sample studies where they may be more robust than MLE (Hosking and Wallis 1997)....
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...Figure 5 is an L-moment ratio diagram (Hosking and Wallis 1997), which suggests that the Generalised Pareto (GP) or Pearson type 3 (PE3) distributions may be appropriate for Hsig and duration, while a Gaussian or PE3 distribution may be appropriate for the tidal residual....
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309 citations
"Statistical modelling of extreme oc..." refers methods in this paper
...The Gaussian copula has the advantage of simplicity and has been widely applied to extreme value analysis in ocean climate and hydrology (e.g. Hosking and Wallis 1988; Renard and Lang 2007; Schölzel and Friederichs 2008)....
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287 citations
"Statistical modelling of extreme oc..." refers background or methods in this paper
...…event timings and magnitudes appear to be stochastic with events characterised by a range of variables, suggesting a multivariate statistical modelling approach, in which the event variables are treated as random and described in terms of probability distributions (Schölzel and Friederichs 2008)....
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...Extreme event timings and magnitudes appear to be stochastic with events characterised by a range of variables, suggesting a multivariate statistical modelling approach, in which the event variables are treated as random and described in terms of probability distributions (Schölzel and Friederichs 2008)....
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...The Gaussian copula has the advantage of simplicity and has been widely applied to extreme value analysis in ocean climate and hydrology (e.g. Hosking and Wallis 1988; Renard and Lang 2007; Schölzel and Friederichs 2008)....
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