Leeds.frechet: 5-dimensional dataset with unit Frechet margins.

Description Format Details Source References

Description

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).

Format

A 590*5 matrix.

Details

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.

Source

http://airquality.co.uk

References

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


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