Description Format Details Source References

The dataset contains *590* (transformed) daily maxima of five
air pollutants recorded in Leeds (U.K.) during five winter seasons (November-Februrary)
between 1994 and 1998. Contains `NA`

's. Marginal transformation to unit Frechet was perfomed
by Cooley et al. (2010). Outliers have been removed according to Heffernan and Tawn (2004).

A *590*5* matrix.

The transformation to unit Frechet margins of the raw data has been considered by
Cooley et al (2010). Only the *100* data points with the largest radial components
were kept.

Cooley, D.,Davis, R. A., and Naveau, P. (2010).
The pairwise beta distribution: a flexible parametric multivariate model for extremes.
*Journal of Multivariate Analysis*, **101**, 2103–2117.

Heffernan, J. E., and Tawn, J. A. (2004).
A conditional approach for multivariate extreme values.
*Journal of the Royal Statistical Society, Series B, Methodology*, **66**, 497–546

ExtremalDep documentation built on May 31, 2017, 5:01 a.m.

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