Multivariate estimation of floods: The trivariate Gumbel distiribution

Journal of Statistical Computation and Simulation

Volumn 61, Issue 4, 1998, Pages 313-340

  Escalante Sandoval, Carlos A ^a   Raynal Villaseñor, Jose A ^b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSIDAD DE LAS AMÉRICAS PUEBLA   (Mexico)

Author keywords

Flood frequency analysis; Maximum likelihood; Multivariate extreme value distribution; Reliability of parameters

Indexed keywords

EID: 0032285367     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659808811917     Document Type: Article

References (22)

1. Andrews, D. F. (1972) Plots of High Dimensional Data, Biometrics., 28, 125-136.
2. Buslenko, N. P. (1966) The Monte Carlo Method, The Method of Statistical Trials. Pergamon Press. p. 381.
3. Clarke, R. T. (1980) Bivariate Gamma Distributions for Extending Annual Streamflow Records from Precipitation: Some Large Sample Results, Water Resources Research, 16(5), 863-870.
4. Cunnane, C. (1988) Methods and Merits of Regional Flood Frequency Analysis, Journal of Hydrology, 100, 269-290.
5. Escalante-Sandoval, C. (1991) Trivariate Extreme Value Distribution Applied to Flood Frequency Analysis. Ph. D. Dissertation, Universidad Nacional Autonoma de Mexico. p. 272. (In Spanish).
6. Gumbel, E. J. (1959) Multivariate Distributions with Given Margins, Revista da faculdade de Ciencias. 2 Serie A, II(2), 178-218.
7. Gumbel, E. J. (1960a) Multivariate Extremal Distributions, Bull Internat. Statist. Inst., 39(2), 471-475.
8. Gumbel, E. J. (1960b) Distributions des Valerus Extremes en Plusiers Dimensions, Publications de L'Institute de Statistique, 9, 171-173.
9. Gumbel, E. J. and Mustafi, C. K. (1967) Some Analytical Properties of Bivariate Extremal Distributions, Journal of the American Statistical Association, 62, 569-589.
10. Haan, C. T. (1977) Statistical Methods in Hydrology, The Iowa State University Press, p. 378.
11. Kendall, M. G. and Stuart, A. (1979) The Advanced Theory of Statistics, 4th. ed., Vol. 2, Macmillan, p. 748.
12. Kimball, B. F. (1949) An Approximation to the Sampling Variances of an Estimated Maximum Value of Given Frequency Based on the Fit of Doubly Exponential Distribution of Maximum Values, Annals of Mathematical Statistics, 20, 110-113.
13. Kite, G. W. (1988) Frequency and Risk Analyses in Hydrology, Water Resources Publications, pp. 187-188.
14. Kuester, J. L. and Mize, J. H. (1973) Optimization Techniques with Fortran, McGraw-Hill Book Co., pp. 386-398.
15. Natural Environment Research Council (NERC) (1975) Flood Studies Report, Vol. 1, pp. 41-52 and 81-97.
16. Nathan, R. J. and McMahon, T. A. (1990) Identification of Homogeneous Regions for the Purposes of Regionalisation, Journal of Hydrology, 121, 217-238.
17. O'Hara, H. and Smith, F. (1980) The Evaluation of the Definite Integrals by Interval Subdivision. Computer Journal, Vol. 12.
18. Raynal, J. A. (1985) Bivariate Extreme Value Distributions applied to Flood Frequency Analysis, Ph. D. Dissertation, Civil Engineering Department, Colorado State University, p. 237.
19. Rueda, E. (1981) Transfer of Information for Flood Related Variables, M. Sc. Thesis, Civil Engineering Department, Colorado State University, p 112.
20. Singh, V. P. (1987) Regional Flood Frequency Analysis, D. Reidel Publishing Company, p. 400.
21. Stroud, A. H. (1968) Gaussian Quadrature Formulas, Prentice Hall. p. 374.
22. Stroud, A. H. (1971) Approximate Calculation of Multiple Integrals, Prentice Hall, p. 431.