HESS Hydrology and Earth System Sciences HESS Hydrol. Earth Syst. Sci. 1607-7938 Copernicus Publications Göttingen, Germany 10.5194/hess-15-141-2011 Estimating strategies for multiparameter Multivariate Extreme Value copulas Salvadori G. 1 De Michele C. 2 Dipartimento di Matematica, Università del Salento, Provinciale Lecce-Arnesano, P.O. Box 193, 73100 Lecce, Italy Sezione CIMI, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20132 Milano, Italy 17 01 2011 15 1 141 150 Copyright: © 2011 G. Salvadori 2011 This work is licensed under the Creative Commons Attribution 3.0 Unported License. To view a copy of this licence, visit https://creativecommons.org/licenses/by/3.0/ This article is available from https://hess.copernicus.org/articles/15/141/2011/hess-15-141-2011.html The full text article is available as a PDF file from https://hess.copernicus.org/articles/15/141/2011/hess-15-141-2011.pdf

Multivariate Extreme Value models are a fundamental tool in order to assess potentially dangerous events. Exploiting recent theoretical developments in the theory of Copulas, new multiparameter models can be easily constructed. In this paper we suggest several strategies in order to estimate the parameters of the selected copula, according to different criteria: these may use a single station approach, or a cluster strategy, or exploit all the pair-wise relationships between the available gauge stations. An application to flood data is also illustrated and discussed.

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