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Volumn 22, Issue 6, 2008, Pages 671-688

Analysis of inter-gauge dependence by Kendall's τ K, upper tail dependence coefficient, and 2-copulas with application to rainfall fields

Author keywords

2 copula; Kendall's K; Spatial dependence; Uppertail dependence coefficient; Zero values

Indexed keywords

2-COPULA; BIVARIATE; BIVARIATE NORMAL DISTRIBUTIONS; CENTRAL ITALY; CORRELATION ESTIMATORS; DEPENDENCE STRUCTURE; GRAPHICAL METHODS; KENDALL'S; LINEAR DEPENDENCES; MARGINALS; MIXED MODEL; NON-PARAMETRIC; PEARSON'S CORRELATION COEFFICIENT; RAIN GAUGES; RANK CORRELATION COEFFICIENT; SPATIAL DEPENDENCE; TAIL-DEPENDENCE COEFFICIENT; TIME RESOLUTIONS; TIME SCALING; UPPERTAIL DEPENDENCE COEFFICIENT; ZERO VALUES;

EID: 50149095771     PISSN: 14363240     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00477-007-0176-4     Document Type: Article
Times cited : (81)

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