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The SPAR Model: A New Paradigm for Multivariate Extremes: Application to Joint Distributions of Metocean Variables
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: This paper presents the application of a new multivariate extreme value model for the estimation of metocean variables. The model requires fewer assumptions about the forms of the marginal distributions and dependence ...
Deep Learning Joint Extremes of Metocean Variables Using the SPAR Model
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: Abstract. This article presents a novel deep learning framework for estimating multivariate joint extremes of metocean variables, based on the semi-parametric angular–radial (SPAR) model. When considered in polar coordinates, ...
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