26 citations · 51 across the 2 of their papers we have counts for
3 papers
math.ST2015★ 25 cited
Approximation and estimation of very small probabilities of multivariate extreme events
Cees de Valk
This article discusses modelling of the tail of a multivariate distribution function by means of a large deviation principle (LDP), and its application to the estimation of the pro…
math.ST2013★ 26 cited
Approximation of high quantiles from intermediate quantiles
Cees de Valk
Motivated by applications requiring quantile estimates for very small probabilities of exceedance, this article addresses estimation of high quantiles for probabilities bounded by…
physics.ao-ph1997
A comparison of two operational wave assimilation methods
A. C. Voorrips, C. de Valk
A comparison is carried out between two operational wave forecasting/assimilation models for the North Sea, with the emphasis on the assimilation schemes. One model is the WAM mode…