scholarly journals Nonparametric estimation of multivariate extreme-value copulas

2012 ◽  
Vol 142 (12) ◽  
pp. 3073-3085 ◽  
Author(s):  
Gordon Gudendorf ◽  
Johan Segers
2016 ◽  
Vol 7 ◽  
pp. 01007
Author(s):  
Ben Gouldby ◽  
David Wyncoll ◽  
Mike Panzeri ◽  
Mark Franklin ◽  
Tim Hunt ◽  
...  

2021 ◽  
Vol 9 (12) ◽  
pp. 1347
Author(s):  
Jessie Louisor ◽  
Jérémy Rohmer ◽  
Thomas Bulteau ◽  
Faïza Boulahya ◽  
Rodrigo Pedreros ◽  
...  

As low-lying coastal areas can be impacted by flooding caused by dynamic components that are dependent on each other (wind, waves, water levels—tide, atmospheric surge, currents), the analysis of the return period of a single component is not representative of the return period of the total water level at the coast. It is important to assess a joint return period of all the components. Based on a semiparametric multivariate extreme value analysis, we determined the joint probabilities that significant wave heights (Hs), wind intensity at 10 m above the ground (U), and still water level (SWL) exceeded jointly imposed thresholds all along the Corsica Island coasts (Mediterranean Sea). We also considered the covariate peak direction (Dp), the peak period (Tp), and the wind direction (Du). Here, we focus on providing extreme scenarios to populate coastal hydrodynamic models, SWAN and SWASH-2DH, in order to compute the 100-year total water level (100y-TWL) all along the coasts. We show how the proposed multivariate extreme value analysis can help to more accurately define low-lying zones potentially exposed to coastal flooding, especially in Corsica where a unique value of 2 m was taken into account in previous studies. The computed 100y-TWL values are between 1 m along the eastern coasts and a maximum of 1.8 m on the western coast. The calculated values are also below the 2.4 m threshold recommended when considering the sea level rise (SLR). This highlights the added value of performing a full integration of extreme offshore conditions, together with their dependence on hydrodynamic simulations for screening out the coastal areas potentially exposed to flooding.


2014 ◽  
Vol 2 (1) ◽  
Author(s):  
Anne Dutfoy ◽  
Sylvie Parey ◽  
Nicolas Roche

AbstractIn this paper, we provide a tutorial on multivariate extreme value methods which allows to estimate the risk associated with rare events occurring jointly. We draw particular attention to issues related to extremal dependence and we insist on the asymptotic independence feature. We apply the multivariate extreme value theory on two data sets related to hydrology and meteorology: first, the joint flooding of two rivers, which puts at risk the facilities lying downstream the confluence; then the joint occurrence of high speed wind and low air temperatures, which might affect overhead lines.


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