大气环境指标的二元极值分析

Atmospheric Environment Analysis of Bivariate Extreme Value Index

文中给出了利用多元阈值模型求解随机变量尾部联合分布的方法,并将其应用于大气环境指标中进行实证分析.通过选取合适的阈值和Copula函数,得到了上海市近十年的二氧化硫和二氧化氮的API指数的尾部联合分布以及条件尾部分布.利用这些尾部分布函数可以预测污染指标的变化趋势,从而为气象部门提供天气预报的科学依据.

We offer a multivariate threshold excess model to get the joint distribution of two indicators and study the applications in atmospheric environment indicators.Ultimately,this paper gains the joint distribution of API of sulfur dioxide and nitrogen dioxide in shanghai in recent 10 years through selecting appropriate threshold and Copula.