Everything you always wanted to know about copula modeling but were afraid to ask

Journal of Hydrologic Engineering

Volumn 12, Issue 4, 2007, Pages 347-368

  Genest, Christian ^a   Favre, Anne Catherine ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b CENTRE EAU TERRE ENVIRONNEMENT   (Canada)

Author keywords

Distribution functions; Frequency analysis; Risk management; Statistical models

Indexed keywords

DISTRIBUTION FUNCTIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM VARIABLES; RISK MANAGEMENT; STATISTICAL METHODS;

COPULA MODELS; RANK METHOD;

HYDROLOGY;

DISTRIBUTION FUNCTIONS; HYDROLOGY; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM VARIABLES; RISK MANAGEMENT; STATISTICAL METHODS;

COPULATION; ESTIMATION METHOD; FREQUENCY ANALYSIS; HYDROLOGICAL MODELING; NUMERICAL MODEL; PARAMETERIZATION;

EID: 34347377353     PISSN: 10840699     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)1084-0699(2007)12:4(347)     Document Type: Article

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