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Volumn 51, Issue SUPPL., 2009, Pages

Using the skew-t copula to model bivariate rainfall distribution

Author keywords

[No Author keywords available]

Indexed keywords


EID: 78049473093     PISSN: 14461811     EISSN: 14468735     Source Type: Journal    
DOI: None     Document Type: Conference Paper
Times cited : (12)

References (8)
  • 2
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution
    • C235
    • A. Azzalini and A. Capitanio. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. Journal of the Royal Statistical Society: Series B, 65(2):367-389, 2003. http://www.blackwell- synergy.com/doi/abs/10.1111/1467-9868.00391. C235
    • (2003) Journal of the Royal Statistical Society: Series B , vol.65 , Issue.2 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 3
    • 41849143354 scopus 로고    scopus 로고
    • Robust likelihood methods based on the skew-t and related distributions
    • C234
    • A. Azzalini and M. G. Genton. Robust likelihood methods based on the skew-t and related distributions. International Statistical Review, 76(1):106-129, 2008. http://dx.doi.org/10.1111/j.1751-5823.2007.00016.x. C234
    • (2008) International Statistical Review , vol.76 , Issue.1 , pp. 106-129
    • Azzalini, A.1    Genton, M.G.2
  • 4
    • 2542583870 scopus 로고    scopus 로고
    • Modelling dependence with copulas and applications to risk management
    • chapter 8, Elsevier, C233
    • P. Embrechts, F. Lindskog, and A. Mc Neil. Modelling Dependence with Copulas and Applications to Risk Management In: Handbook of Heavy Tailed Distributions in Finance, chapter 8, pages 329-384. Elsevier, 2003. C233
    • (2003) Handbook of Heavy Tailed Distributions in Finance , pp. 329-384
    • Embrechts, P.1    Lindskog, F.2    Mc Neil, A.3
  • 5
    • 34347377353 scopus 로고    scopus 로고
    • Everything you always wanted to know about copula modelling but were afraid to ask
    • C241
    • C. Genest and A.-C. Favre. Everything you always wanted to know about copula modelling but were afraid to ask. Journal of Hydrologic Engineering, 12(4):347-368, 2007. http://dx.doi.org/10.1061/CASCE)1084-0699(2007)12:4(347). C241
    • (2007) Journal of Hydrologic Engineering , vol.12 , Issue.4 , pp. 347-368
    • Genest, C.1    Favre, A.-C.2
  • 7
    • 78049458357 scopus 로고    scopus 로고
    • Murray-Darling Basin Authority. [accessed 10-Jan-2010]
    • Murray-Darling Basin Authority. http://www.mdba.gov.au, 2008. [accessed 10-Jan-2010]. C232
    • (2008)
  • 8
    • 77957367730 scopus 로고    scopus 로고
    • Drought analysis using trivariate copulas conditional on climatic states
    • C241
    • G. Wong, M. F. Lambert, M. Leonard, and A. Metcalfe. Drought analysis using trivariate copulas conditional on climatic states. Journal of Hydrologic Engineering, 15(2):129-141, 2010. http://dx.doi.org/10.1061/(ASCE)HE.1943-5584. 0000169. C241
    • (2010) Journal of Hydrologic Engineering , vol.15 , Issue.2 , pp. 129-141
    • Wong, G.1    Lambert, M.F.2    Leonard, M.3    Metcalfe, A.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.