Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data

被引：198

作者：

Genest, C. ^{[2
]}

Favre, A.-C.

Beliveau, J.

Jacques, C.

机构：

[1] Ctr Eau, Inst Natl Res Sci, Chaire Hydrol Stat, Terre Environm, Quebec City, PQ, Canada

[2] Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada

[3] Inst Natl Rech Sci, Ctr Eau Terre & Environm, Chair Hydrol Stat, Quebec City, PQ, Canada

[4] Minist Educ Loisir Sport, Direct Polit & Program, Quebec City, PQ, Canada

[5] Minist Affairs Municipal & Reg, Serv Dev & Infrastruct Strateg, Quebec City, PQ, Canada

来源：

WATER RESOURCES RESEARCH | 2007年 / 43卷 / 09期

关键词：

D O I：

10.1029/2006WR005275

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

[1] Metaelliptical copulas are introduced as a flexible tool for modeling multivariate data in hydrology. The properties of this broad class of dependence functions are reviewed, along with associated rank-based procedures for copula parameter estimation and goodness-of-fit testing. A new graphical diagnostic tool is also proposed for selecting an appropriate metaelliptical copula. Peak, volume, and duration of the annual spring flood for the Romaine River (Quebec, Canada) are used for illustration purposes.

引用

页数：12

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