메뉴 건너뛰기




Volumn 44, Issue 2, 2008, Pages

Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas

Author keywords

[No Author keywords available]

Indexed keywords

HYDROLOGY; MATHEMATICAL MODELS; PROBLEM SOLVING; STATISTICAL METHODS;

EID: 41149133233     PISSN: 00431397     EISSN: None     Source Type: Journal    
DOI: 10.1029/2007WR006261     Document Type: Article
Times cited : (201)

References (46)
  • 1
    • 0028184207 scopus 로고
    • Bivariate exponential model applied to intensities and durations of extreme rainfall
    • Bacchi, B., G. Becciu, and N. T. Kottegoda (1994), Bivariate exponential model applied to intensities and durations of extreme rainfall, J. Hydrol., 155(1-2), 225-236.
    • (1994) J. Hydrol , vol.155 , Issue.1-2 , pp. 225-236
    • Bacchi, B.1    Becciu, G.2    Kottegoda, N.T.3
  • 2
    • 84963130283 scopus 로고
    • Some bivariate uniform distributions
    • Barnett, V. (1980), Some bivariate uniform distributions, Commun. Stat. Theory Methods, 9(4), 453-461.
    • (1980) Commun. Stat. Theory Methods , vol.9 , Issue.4 , pp. 453-461
    • Barnett, V.1
  • 4
    • 0346125288 scopus 로고    scopus 로고
    • Dependence structures for multivariate high-frequency data in finance
    • Breymann, W., A. Dias, and P. Embrechts (2003), Dependence structures for multivariate high-frequency data in finance, Quant. Finance, 3, 1-14.
    • (2003) Quant. Finance , vol.3 , pp. 1-14
    • Breymann, W.1    Dias, A.2    Embrechts, P.3
  • 5
    • 0016984539 scopus 로고
    • A northern snowmelt-flood frequency model
    • Carlson, R. F., and P. Fox (1976), A northern snowmelt-flood frequency model, Water Resour. Res., 12(4), 786-794.
    • (1976) Water Resour. Res , vol.12 , Issue.4 , pp. 786-794
    • Carlson, R.F.1    Fox, P.2
  • 6
    • 0346937425 scopus 로고
    • A strategy for constructing multivariate distributions
    • Chakak, A., and K. J. Koehler (1995), A strategy for constructing multivariate distributions, Commun. Stat. Simulation Comput., 24(3), 537-550.
    • (1995) Commun. Stat. Simulation Comput , vol.24 , Issue.3 , pp. 537-550
    • Chakak, A.1    Koehler, K.J.2
  • 7
    • 0018457867 scopus 로고
    • Urban storm water management: Distribution of flood volumes
    • Chan, S. O., and R. L. Bras (1979), Urban storm water management: Distribution of flood volumes, Water Resour. Res., 15(2), 371-382.
    • (1979) Water Resour. Res , vol.15 , Issue.2 , pp. 371-382
    • Chan, S.O.1    Bras, R.L.2
  • 9
    • 0022266429 scopus 로고
    • On the probabilistic structure of storm surface runoff
    • Cordova, J. R., and I. Rodríguez-Iturbe (1985), On the probabilistic structure of storm surface runoff, Water Resour. Res., 21(5), 755-763.
    • (1985) Water Resour. Res , vol.21 , Issue.5 , pp. 755-763
    • Cordova, J.R.1    Rodríguez-Iturbe, I.2
  • 10
    • 0002520743 scopus 로고
    • Unbiased plotting positions - A review
    • Cunnane, C. (1978), Unbiased plotting positions - A review, J. Hydrol., 37, 205-222.
    • (1978) J. Hydrol , vol.37 , pp. 205-222
    • Cunnane, C.1
  • 11
    • 0347269107 scopus 로고    scopus 로고
    • A generalized Pareto intensity-duration model of storm rainfall exploiting 2-copulas
    • doi:10.1029/2002JD002534
    • De Michele, C., and G. Salvadori (2003), A generalized Pareto intensity-duration model of storm rainfall exploiting 2-copulas, J. Geophys. Res., 108(D2), 4067, doi:10.1029/2002JD002534.
    • (2003) J. Geophys. Res , vol.108 , Issue.D2 , pp. 4067
    • De Michele, C.1    Salvadori, G.2
  • 12
  • 13
    • 0021639990 scopus 로고
    • A physically based flood frequency distribution
    • Díaz-Granados, M. A., J. B. Valdes, and R. L. Bras (1984), A physically based flood frequency distribution, Water Resour. Res., 20(7), 955-1002.
    • (1984) Water Resour. Res , vol.20 , Issue.7 , pp. 955-1002
    • Díaz-Granados, M.A.1    Valdes, J.B.2    Bras, R.L.3
  • 14
    • 34147134549 scopus 로고    scopus 로고
    • A goodness of fit test for copulas based on the Rosenblatt's transformation
    • Dobrić, J., and F. Schmid (2007), A goodness of fit test for copulas based on the Rosenblatt's transformation, Comput. Stat. Data Anal., 51(9), 4633-4642.
    • (2007) Comput. Stat. Data Anal , vol.51 , Issue.9 , pp. 4633-4642
    • Dobrić, J.1    Schmid, F.2
  • 15
    • 44649083844 scopus 로고
    • Dynamics of flood frequency
    • Eagleson, P. S. (1972), Dynamics of flood frequency, Water Resour. Res., 8(4), 878-898.
    • (1972) Water Resour. Res , vol.8 , Issue.4 , pp. 878-898
    • Eagleson, P.S.1
  • 17
    • 84936112669 scopus 로고
    • Statistical inference procedures for bivariate Archimedean copulas
    • Genest, C., and L.-P. Rivest (1993), Statistical inference procedures for bivariate Archimedean copulas, J. Am. Stat. Assoc., 88(423), 1034-1043.
    • (1993) J. Am. Stat. Assoc , vol.88 , Issue.423 , pp. 1034-1043
    • Genest, C.1    Rivest, L.-P.2
  • 18
    • 33646533039 scopus 로고
    • A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
    • Genest, C., K. Ghoudi, and L.-P. Rivest (1995), A semiparametric estimation procedure of dependence parameters in multivariate families of distributions, Biometrika, 82(3), 543-552.
    • (1995) Biometrika , vol.82 , Issue.3 , pp. 543-552
    • Genest, C.1    Ghoudi, K.2    Rivest, L.-P.3
  • 19
    • 35848967004 scopus 로고    scopus 로고
    • Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data
    • doi:10.1029/ 2006WR005275
    • Genest, C., A.-C. Favre, J. Béliveau, and C. Jacques (2007), Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data, Water Resour. Res., 43, W09401, doi:10.1029/ 2006WR005275.
    • (2007) Water Resour. Res , vol.43
    • Genest, C.1    Favre, A.-C.2    Béliveau, J.3    Jacques, C.4
  • 20
    • 0034696145 scopus 로고    scopus 로고
    • A derived flood frequency distribution for correlated rainfall intensity and duration
    • Goel, N. K., R. S. Kurothe, B. S. Mathur, and R. M. Vogel (2000), A derived flood frequency distribution for correlated rainfall intensity and duration, J. Hydrol., 228, 56-67.
    • (2000) J. Hydrol , vol.228 , pp. 56-67
    • Goel, N.K.1    Kurothe, R.S.2    Mathur, B.S.3    Vogel, R.M.4
  • 21
    • 33746255727 scopus 로고    scopus 로고
    • Asymmetric copula in multi-variate flood frequency analysis
    • Grimaldi, S., and F. Serinaldi (2006a), Asymmetric copula in multi-variate flood frequency analysis, Adv. Water Resour., 29(8), 1155-1167.
    • (2006) Adv. Water Resour , vol.29 , Issue.8 , pp. 1155-1167
    • Grimaldi, S.1    Serinaldi, F.2
  • 22
    • 33645732940 scopus 로고    scopus 로고
    • Design hyetograph analysis with 3-copula function
    • Grimaldi, S., and F. Serinaldi (2006b), Design hyetograph analysis with 3-copula function, Hydrol. Sci. J., 51(2), 223-238.
    • (2006) Hydrol. Sci. J , vol.51 , Issue.2 , pp. 223-238
    • Grimaldi, S.1    Serinaldi, F.2
  • 23
    • 84947392091 scopus 로고
    • Bivariate exponential distributions
    • Gumbel, E. J. (1960), Bivariate exponential distributions, J. Am. Stat. Assoc., 55(292), 698-707.
    • (1960) J. Am. Stat. Assoc , vol.55 , Issue.292 , pp. 698-707
    • Gumbel, E.J.1
  • 24
    • 84944496169 scopus 로고
    • Time distribution of rainfall in heavy storms
    • Huff, F. A. (1967), Time distribution of rainfall in heavy storms, Water Resour. Res., 3(4), 1007-1018.
    • (1967) Water Resour. Res , vol.3 , Issue.4 , pp. 1007-1018
    • Huff, F.A.1
  • 25
    • 0033495869 scopus 로고    scopus 로고
    • Familial association of disease and the structure of trivariate distribution
    • Hutchinson, T. P. (1999), Familial association of disease and the structure of trivariate distribution, Ann. Hum. Genet., 63, 539-544.
    • (1999) Ann. Hum. Genet , vol.63 , pp. 539-544
    • Hutchinson, T.P.1
  • 27
    • 34548645057 scopus 로고    scopus 로고
    • A bivariate rainfall frequency analysis of extreme rainfall with implications for design
    • doi:10.1029/2007JD008522
    • Kao, S.-C., and R. S. Govindaraju (2007a), A bivariate rainfall frequency analysis of extreme rainfall with implications for design, J. Geophys. Res., 112, D13119, doi:10.1029/2007JD008522.
    • (2007) J. Geophys. Res , vol.112
    • Kao, S.-C.1    Govindaraju, R.S.2
  • 28
    • 34547179375 scopus 로고    scopus 로고
    • Probabilistic structure of storm surface runoff considering the dependence between average intensity and storm duration of rainfall events
    • doi:10.1029/2006WR005564
    • Kao, S.-C., and R. S. Govindaraju (2007b), Probabilistic structure of storm surface runoff considering the dependence between average intensity and storm duration of rainfall events, Water Resour. Res., 43, W06410, doi:10.1029/2006WR005564.
    • (2007) Water Resour. Res , vol.43
    • Kao, S.-C.1    Govindaraju, R.S.2
  • 29
    • 0030816566 scopus 로고    scopus 로고
    • Derived flood frequency distribution for negatively correlated rainfall intensity and duration
    • Kurothe, R. S., N. K. Goel, and B. S. Mathur (1997), Derived flood frequency distribution for negatively correlated rainfall intensity and duration, Water Resour. Res., 33(9), 2103-2107.
    • (1997) Water Resour. Res , vol.33 , Issue.9 , pp. 2103-2107
    • Kurothe, R.S.1    Goel, N.K.2    Mathur, B.S.3
  • 31
    • 84950441064 scopus 로고
    • Marginal modeling of correlated ordinal data using a multivariate plackett distribution
    • Molenberghs, G., and E. Lesaffre (1994), Marginal modeling of correlated ordinal data using a multivariate plackett distribution, J. Am. Stat. Assoc., 89, 633-644.
    • (1994) J. Am. Stat. Assoc , vol.89 , pp. 633-644
    • Molenberghs, G.1    Lesaffre, E.2
  • 33
    • 4644330271 scopus 로고    scopus 로고
    • Simulation of non-Gaussian processes using fractile correlation
    • Phoon, K. K., S. T. Quek, and H. W. Huang (2004), Simulation of non-Gaussian processes using fractile correlation, Probab. Eng. Eng. Mech., 19, 287-292.
    • (2004) Probab. Eng. Eng. Mech , vol.19 , pp. 287-292
    • Phoon, K.K.1    Quek, S.T.2    Huang, H.W.3
  • 34
    • 33847095776 scopus 로고
    • A class of bivariate distributions
    • Plackett, R. L. (1965), A class of bivariate distributions, J. Am. Stat. Assoc., 60, 516-522.
    • (1965) J. Am. Stat. Assoc , vol.60 , pp. 516-522
    • Plackett, R.L.1
  • 36
    • 33847237299 scopus 로고    scopus 로고
    • Use of a Gaussian copula for multivariate extreme value analysis: Some case studies in hydrology
    • Renard, B., and M. Lang (2007), Use of a Gaussian copula for multivariate extreme value analysis: Some case studies in hydrology, Adv. Water Resour., 30, 897-912.
    • (2007) Adv. Water Resour , vol.30 , pp. 897-912
    • Renard, B.1    Lang, M.2
  • 37
    • 12544258027 scopus 로고    scopus 로고
    • Frequency analysis via copulas: Theoretical aspects and applications to hydrological events
    • doi:10.1029/2004WR003133
    • Salvadori, G., and C. De Michele (2004), Frequency analysis via copulas: Theoretical aspects and applications to hydrological events, Water Resour. Res., 40, W12511, doi:10.1029/2004WR003133.
    • (2004) Water Resour. Res , vol.40
    • Salvadori, G.1    De Michele, C.2
  • 38
    • 33645843059 scopus 로고    scopus 로고
    • Statistical characterization of temporal structure of storms
    • Salvadori, G., and C. De Michele (2006), Statistical characterization of temporal structure of storms, Adv. Water Resour., 29(6), 827-842.
    • (2006) Adv. Water Resour , vol.29 , Issue.6 , pp. 827-842
    • Salvadori, G.1    De Michele, C.2
  • 40
    • 0018825682 scopus 로고
    • The multidimensional Kolmogorov goodness-of-fit test
    • Saunders, R., and P. Laud (1980), The multidimensional Kolmogorov goodness-of-fit test, Biometrika, 67(1), 237.
    • (1980) Biometrika , vol.67 , Issue.1 , pp. 237
    • Saunders, R.1    Laud, P.2
  • 41
    • 0001903621 scopus 로고
    • Derivation of bivariate probability density functions with exponential marginals
    • Singh, K., and V. P. Singh (1991), Derivation of bivariate probability density functions with exponential marginals, Stochast. Hydrol. Hydraul., 5(1), 55-68.
    • (1991) Stochast. Hydrol. Hydraul , vol.5 , Issue.1 , pp. 55-68
    • Singh, K.1    Singh, V.P.2
  • 42
    • 0000795592 scopus 로고
    • Fonctions de répartition à n dimensions et leurs marges
    • Sklar, A. (1959), Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Stat. Univ. Paris, 8, 229-231.
    • (1959) Publ. Inst. Stat. Univ. Paris , vol.8 , pp. 229-231
    • Sklar, A.1
  • 43
    • 0017006055 scopus 로고
    • An analysis of the effects of parameter uncertainty in deterministic hydrologic models
    • Wood, E. F. (1976), An analysis of the effects of parameter uncertainty in deterministic hydrologic models, Water Resour. Res., 12(5), 925-932.
    • (1976) Water Resour. Res , vol.12 , Issue.5 , pp. 925-932
    • Wood, E.F.1
  • 44
    • 0034071136 scopus 로고    scopus 로고
    • Joint probability distribution of annual maximum storm peaks and amounts as represented by daily rainfalls
    • Yue, S. (2000), Joint probability distribution of annual maximum storm peaks and amounts as represented by daily rainfalls, Hydrol. Sci. J., 45(2), 315-326.
    • (2000) Hydrol. Sci. J , vol.45 , Issue.2 , pp. 315-326
    • Yue, S.1
  • 45
    • 33144488602 scopus 로고    scopus 로고
    • Bivariate flood frequency analysis using the copula method
    • Zhang, L., and V. P. Singh (2006), Bivariate flood frequency analysis using the copula method, J. Hydrol. Eng., 11(2), 150-164.
    • (2006) J. Hydrol. Eng , vol.11 , Issue.2 , pp. 150-164
    • Zhang, L.1    Singh, V.P.2
  • 46
    • 33845564762 scopus 로고    scopus 로고
    • Bivariate rainfall frequency distributions using Archimedean copulas
    • Zhang, L., and V. P. Singh (2007), Bivariate rainfall frequency distributions using Archimedean copulas, J. Hydrol., 332(1-2), 93-109.
    • (2007) J. Hydrol , vol.332 , Issue.1-2 , pp. 93-109
    • Zhang, L.1    Singh, V.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.