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Extremes

, Volume 8, Issue 4, pp 345–356 | Cite as

Modelling of extreme wave heights and periods through copulas

  • D. J. de Waal
  • P. H. A. J. M. van Gelder
Article

Abstract

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.

Keywords

Asymptotic independence Extreme value theory Joint probability density functions Multivariate extreme value distribution Oceanography Threshold models Dirichlet process BPL copulas 

AMS 2000 Subject Classification

Primary—46N30 62G32 

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Copyright information

© Springer Science + Business Media, LLC 2006

Authors and Affiliations

  • D. J. de Waal
    • 1
  • P. H. A. J. M. van Gelder
    • 2
  1. 1.University of the Free StateBloemfonteinSouth Africa
  2. 2.Delft University of TechnologyDelftThe Netherlands

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