DOIONLINE 
DOIONLINE Publish In |
International Journal of Management and Applied Science (IJMAS)-IJMAS |
 Journal Home Volume Issue |
||||||||
Issue |
Volume-3,Issue-3 ( Mar, 2017 ) | |||||||||
Paper Title |
Multivariate Extreme Value Theory and Application to Environment | |||||||||
Author Name |
Samia Ayari, Mohamed Boutahar | |||||||||
Affilition |
Business and Economic Statistics Modeling Laboratory, High Institute of Management of Tunis, University of Tunis, Tunisia, Institute of Mathematics of Marseille, Faculty of Sciences, University of Aix-Marseille, France. | |||||||||
Pages |
11-13 | |||||||||
Abstract |
In this paper, we are interested in modeling the dependence structure for a multivariate extreme value distribution. A Monte Carlo simulation is conducted to compare the performance of different nonparametric estimators of the dependence function. Experimental results indicate that the Zhang estimator has better performance than the other dependence function estimators. We finally carry out an empirical application to the air pollution data in Tunisia, in order to illustrate the usefulness of the dependence function estimators to describe the link between extreme ozone concentrations observed in some polluted stations. Index Terms— multivariate extreme value distribution, dependence function, air pollution, ozone modeling | |||||||||
| View Paper | ||||||||||
