STATISTICAL-METHODS FOR MULTIVARIATE EXTREMES - AN APPLICATION TO STRUCTURAL DESIGN

For many structural design problems univariate extreme value theory is applied to quantify the risk of failure due to extreme levels of some environmental process. In practice, many forms of structure fail owin g to a combination of various processes at extreme levels. Recent deve lopments in statistical methodology for multivariate extremes enable t he modelling of such behaviour. The aim of this paper is to demonstrat e how these ideas can be exploited as part of the design process.