Modelling of extreme wave heights and periods through copulas
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Optimal design of coastal or offshore structures requires the estimation of extreme quantiles of oceanographic data such as wave heights and wave periods. Since there are strong correlations between oceanographic variables, it is necessary to use multivariate models in order to capture its dependencies. To achieve this, an approach based on copulas is proposed and is compared to a model based on the physical behaviour of waves.
KeywordsAsymptotic independence Extreme value theory Joint probability density functions Multivariate extreme value distribution Oceanography Threshold models Dirichlet process BPL copulas
AMS 2000 Subject ClassificationPrimary—46N30 62G32
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