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Salvadori G., De Michele C., Kottegoda N.T., Rosso R. Extremes in Nature: An Approach Using Copulas

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Salvadori G., De Michele C., Kottegoda N.T., Rosso R. Extremes in Nature: An Approach Using Copulas
N.-Y.: Springer, 2007. — 306 p.
This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics. Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.
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