메뉴 건너뛰기




Volumn 26, Issue 11, 2012, Pages 3301-3327

Risk Assessment of Droughts in Gujarat Using Bivariate Copulas

Author keywords

Copulas; Drought; Hydrological extremes; Standardized precipitation index; Tail dependence

Indexed keywords

AREAL PRECIPITATION; BIVARIATE; BIVARIATE DISTRIBUTION; COPULAS; EXPONENTIAL DISTRIBUTIONS; EXTREME VALUE DISTRIBUTIONS; GOODNESS-OF-FIT MEASURE; HYDROLOGIC EXTREMES; HYDROLOGICAL EXTREMES; JOINT DISTRIBUTIONS; KERNEL DENSITY; LOG-NORMAL; LOGISTIC MODELS; NON-PARAMETRIC; RETURN PERIODS; RISK-BASED; STANDARDIZED PRECIPITATION INDEX; TAIL DEPENDENCE; TIME-SCALES; WATER RESOURCES SYSTEMS;

EID: 84865490815     PISSN: 09204741     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11269-012-0073-6     Document Type: Article
Times cited : (106)

References (50)
  • 1
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • Akaike H (1974) A new look at the statistical model identification. IEEE Trans Autom Control AC-19(6): 716-723.
    • (1974) IEEE Trans Autom Control , vol.AC-19 , Issue.6 , pp. 716-723
    • Akaike, H.1
  • 3
    • 0002996131 scopus 로고    scopus 로고
    • Akaike's information criterion and recent developments in information complexity
    • Bozdogan H (2000) Akaike's information criterion and recent developments in information complexity. J Math Psychol 44: 62-91.
    • (2000) J Math Psychol , vol.44 , pp. 62-91
    • Bozdogan, H.1
  • 4
    • 0009164657 scopus 로고    scopus 로고
    • A non-parametric estimation procedure for bivariate extreme value copulas
    • Capéraá P, Fougéres A-L, Genest C (1997) A non-parametric estimation procedure for bivariate extreme value copulas. Biometrika 84: 567-577.
    • (1997) Biometrika , vol.84 , pp. 567-577
    • Capéraá, P.1    Fougéres, A.-L.2    Genest, C.3
  • 5
    • 80051659242 scopus 로고    scopus 로고
    • Census, Report of the technical group on population projections constituted by the National Commission on Population. New Delhi, India
    • Census (2001) Population projections for India and States 2001-2026. Report of the technical group on population projections constituted by the National Commission on Population. New Delhi, India.
    • (2001) Population projections for India and States 2001-2026
  • 7
    • 0001870612 scopus 로고    scopus 로고
    • Dependence measures for extreme value analyses
    • Coles SG, Heffernan J, Tawn JA. (1999) Dependence measures for extreme value analyses. Extremes 2(4): 339-365.
    • (1999) Extremes , vol.2 , Issue.4 , pp. 339-365
    • Coles, S.G.1    Heffernan, J.2    Tawn, J.A.3
  • 8
    • 34249982101 scopus 로고    scopus 로고
    • Application of bivariate extreme value distribution to flood frequency analysis: a case study of Northwestern Mexico
    • Escalante C (2007) Application of bivariate extreme value distribution to flood frequency analysis: a case study of Northwestern Mexico. Nat Hazards 42: 37-46.
    • (2007) Nat Hazards , vol.42 , pp. 37-46
    • Escalante, C.1
  • 9
    • 23444460051 scopus 로고    scopus 로고
    • Estimating the tail-dependence coefficient: properties and pitfalls
    • Frahm G, Junker M, Schimdt R (2005) Estimating the tail-dependence coefficient: properties and pitfalls. Insur Math Econ 37: 80-100.
    • (2005) Insur Math Econ , vol.37 , pp. 80-100
    • Frahm, G.1    Junker, M.2    Schimdt, R.3
  • 10
    • 34347377353 scopus 로고    scopus 로고
    • Everything you always wanted to know about copula modeling but were afraid to ask
    • Genest C, Favre AC (2007) Everything you always wanted to know about copula modeling but were afraid to ask. J Hydrol Eng 12(4): 347-368.
    • (2007) J Hydrol Eng , vol.12 , Issue.4 , pp. 347-368
    • Genest, C.1    Favre, A.C.2
  • 11
    • 84936112669 scopus 로고
    • Statistical inference procedures for bivariate Archimedean copulas
    • Genest C, Rivest L-P (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
  • 12
    • 33646533039 scopus 로고
    • A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
    • Genest C, Ghoudi K, Rivest LP (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
  • 13
    • 18144448895 scopus 로고    scopus 로고
    • Bivariate drought recurrence analysis using tree ring reconstructions
    • González J, Valdés JB (2003) Bivariate drought recurrence analysis using tree ring reconstructions. J Hydrol Eng 8(5): 247-258.
    • (2003) J Hydrol Eng , vol.8 , Issue.5 , pp. 247-258
    • González, J.1    Valdés, J.B.2
  • 14
    • 0000555058 scopus 로고
    • A plotting rule for extreme probability paper
    • Gringorten II (1963) A plotting rule for extreme probability paper. J Geophys Res 68(3): 813-814.
    • (1963) J Geophys Res , vol.68 , Issue.3 , pp. 813-814
    • Gringorten, I.I.1
  • 15
    • 0000284845 scopus 로고
    • Bivariate logistic distributions
    • Gumbel EJ (1961) Bivariate logistic distributions. J Am Stat Assoc 56: 335-349.
    • (1961) J Am Stat Assoc , vol.56 , pp. 335-349
    • Gumbel, E.J.1
  • 16
    • 0000193053 scopus 로고
    • Some analytical properties of bivariate extreme distributions
    • Gumbel EJ, Mustafi CK (1967) Some analytical properties of bivariate extreme distributions. J Am Stat Assoc 62: 569-588.
    • (1967) J Am Stat Assoc , vol.62 , pp. 569-588
    • Gumbel, E.J.1    Mustafi, C.K.2
  • 19
    • 0000679213 scopus 로고
    • Bivariate threshold models for extremes
    • Joe H, Smith RL, Weissman I (1992) Bivariate threshold models for extremes. J Roy Stat Soc B 54: 171-183.
    • (1992) J Roy Stat Soc B , vol.54 , pp. 171-183
    • Joe, H.1    Smith, R.L.2    Weissman, I.3
  • 20
    • 71849084400 scopus 로고    scopus 로고
    • A copula-based joint deficit index for droughts
    • Kao SC, Govindaraju RS (2010) A copula-based joint deficit index for droughts. J Hydrol 380: 121-134.
    • (2010) J Hydrol , vol.380 , pp. 121-134
    • Kao, S.C.1    Govindaraju, R.S.2
  • 21
    • 0036700832 scopus 로고    scopus 로고
    • The quantification of drought: an evaluation of drought indices
    • Keyantash J, Dracup JA (2002) The quantification of drought: an evaluation of drought indices. Bull Am Meteorol Soc 83: 1167-1180.
    • (2002) Bull Am Meteorol Soc , vol.83 , pp. 1167-1180
    • Keyantash, J.1    Dracup, J.A.2
  • 22
    • 33144461497 scopus 로고    scopus 로고
    • Nonparametric approach for bivariate drought characterization using Palmer drought index
    • Kim T-W, Valdés JB, Yoo C (2006) Nonparametric approach for bivariate drought characterization using Palmer drought index. J Hydrol Eng 11(2): 134-143.
    • (2006) J Hydrol Eng , vol.11 , Issue.2 , pp. 134-143
    • Kim, T.-W.1    Valdés, J.B.2    Yoo, C.3
  • 23
    • 33947282167 scopus 로고    scopus 로고
    • Estimation of local drought frequency in central Poland using standardized precipitation index SPI
    • Labedzki L (2007) Estimation of local drought frequency in central Poland using standardized precipitation index SPI. Irrig Drain 56: 67-77.
    • (2007) Irrig Drain , vol.56 , pp. 67-77
    • Labedzki, L.1
  • 26
    • 34848914815 scopus 로고    scopus 로고
    • A bivariate gamma model for drought
    • Nadarajah S (2007) A bivariate gamma model for drought. Water Resour Res 43: W08501.
    • (2007) Water Resour Res , vol.43
    • Nadarajah, S.1
  • 27
    • 67649622642 scopus 로고    scopus 로고
    • A bivariate pareto model for drought
    • Nadarajah S (2009) A bivariate pareto model for drought. Stoch Environ Res Risk Assess 23(6): 811-822.
    • (2009) Stoch Environ Res Risk Assess , vol.23 , Issue.6 , pp. 811-822
    • Nadarajah, S.1
  • 31
    • 77955636965 scopus 로고    scopus 로고
    • Implementation of the Standardized Precipitation Index (SPI) and the Reconnaissance Drought Index (RDI) for regional drought assessment: a case study for Cyprus
    • Pashiardis S, Michaelides S (2008) Implementation of the Standardized Precipitation Index (SPI) and the Reconnaissance Drought Index (RDI) for regional drought assessment: a case study for Cyprus. Eur Water 23: 57-65.
    • (2008) Eur Water , vol.23 , pp. 57-65
    • Pashiardis, S.1    Michaelides, S.2
  • 32
    • 27544479865 scopus 로고    scopus 로고
    • Drought mitigation measures: a comprehensive framework
    • J. V. Voght and F. Somma (Eds.), Dordrecht: Kluwer
    • Rossi G (2000) Drought mitigation measures: a comprehensive framework. In: Voght JV, Somma F (eds) Drought and drought mitigation in Europe. Kluwer, Dordrecht.
    • (2000) Drought and Drought Mitigation in Europe
    • Rossi, G.1
  • 33
    • 33644782914 scopus 로고    scopus 로고
    • Bivariate return periods via 2-copulas
    • Salvadori G (2004) Bivariate return periods via 2-copulas. Stat Methodol 1: 129-144.
    • (2004) Stat Methodol , vol.1 , pp. 129-144
    • Salvadori, G.1
  • 35
    • 0000906108 scopus 로고
    • On nonparametric measures of dependence for random variables
    • Schweizer B, Wolff EF (1981) On nonparametric measures of dependence for random variables. Ann Stat 9(4): 879-885.
    • (1981) Ann Stat , vol.9 , Issue.4 , pp. 879-885
    • Schweizer, B.1    Wolff, E.F.2
  • 36
    • 0042704874 scopus 로고    scopus 로고
    • Return period of bivariate distributed hydrological events
    • Shiau JT (2003) Return period of bivariate distributed hydrological events. Stoch Environ Res Risk Assess 17(1-2): 42-57.
    • (2003) Stoch Environ Res Risk Assess , vol.17 , Issue.1-2 , pp. 42-57
    • Shiau, J.T.1
  • 37
    • 33747607479 scopus 로고    scopus 로고
    • Fitting drought duration and severity with two-dimensional copulas
    • Shiau JT (2006) Fitting drought duration and severity with two-dimensional copulas. Water Resour Manag 20: 795-815.
    • (2006) Water Resour Manag , vol.20 , pp. 795-815
    • Shiau, J.T.1
  • 38
    • 0034746117 scopus 로고    scopus 로고
    • Resource analysis of hydrologic droughts of different severity
    • Shiau JT, Shen HW (2001) Resource analysis of hydrologic droughts of different severity. J Water Resour Plan Manag 127(1): 30-40.
    • (2001) J Water Resour Plan Manag , vol.127 , Issue.1 , pp. 30-40
    • Shiau, J.T.1    Shen, H.W.2
  • 39
    • 34547740650 scopus 로고    scopus 로고
    • Assessment of hydrological droughts for the Yellow River, China, using copulas
    • Shiau JT, Feng S, Nadarjah S (2007) Assessment of hydrological droughts for the Yellow River, China, using copulas. Hydrol Processes 21(16): 2157-2163.
    • (2007) Hydrol Processes , vol.21 , Issue.16 , pp. 2157-2163
    • Shiau, J.T.1    Feng, S.2    Nadarjah, S.3
  • 40
    • 0000795592 scopus 로고
    • Fonctions de répartition á n dimensions et leurs marges
    • Sklar A (1959) Fonctions de répartition á 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
  • 41
    • 77955050386 scopus 로고    scopus 로고
    • Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm
    • Song S, Singh VP (2010) Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm. Stoch Environ Res Risk Assess 24: 783-805.
    • (2010) Stoch Environ Res Risk Assess , vol.24 , pp. 783-805
    • Song, S.1    Singh, V.P.2
  • 43
    • 34247573991 scopus 로고    scopus 로고
    • Regional drought assessment based on the Reconnaissance Drought Index (RDI)
    • Tsakiris G, Pangalou D, Vangelis H (2007) Regional drought assessment based on the Reconnaissance Drought Index (RDI). Water Resour Manag 21(5): 821-833.
    • (2007) Water Resour Manag , vol.21 , Issue.5 , pp. 821-833
    • Tsakiris, G.1    Pangalou, D.2    Vangelis, H.3
  • 44
    • 84865521842 scopus 로고    scopus 로고
    • Asia-Pacific environment outlook
    • United Nations Environment Programme UNEP, (Accessed on 4 September 2010)
    • United Nations Environment Programme UNEP (2001) Asia-Pacific environment outlook. Nat Hazards. http://www. rrcap. org/apeo/toc. html. (Accessed on 4 September 2010).
    • (2001) Nat Hazards
  • 45
    • 78650358646 scopus 로고    scopus 로고
    • Drought severity assessment based on bivariate probability analysis
    • Vangelis H, Spiliotis M, Tsakiris G (2011) Drought severity assessment based on bivariate probability analysis. Water Resour Manag 25(1): 357-371.
    • (2011) Water Resour Manag , vol.25 , Issue.1 , pp. 357-371
    • Vangelis, H.1    Spiliotis, M.2    Tsakiris, G.3
  • 46
    • 77957367730 scopus 로고    scopus 로고
    • Drought analysis using trivariate copulas conditional on climate states
    • Wong G, Lambert MF, Leonard M, Metcalfe AV (2010) Drought analysis using trivariate copulas conditional on climate states. J Hydrol Eng 15(2): 129-141.
    • (2010) J Hydrol Eng , vol.15 , Issue.2 , pp. 129-141
    • Wong, G.1    Lambert, M.F.2    Leonard, M.3    Metcalfe, A.V.4
  • 47
    • 33751091753 scopus 로고    scopus 로고
    • Drought modeling and products of random variables with exponential kernel
    • Yang DW, Nadarajah S (2006) Drought modeling and products of random variables with exponential kernel. Stoch Environ Res Risk Assess 21(2): 123-129.
    • (2006) Stoch Environ Res Risk Assess , vol.21 , Issue.2 , pp. 123-129
    • Yang, D.W.1    Nadarajah, S.2
  • 48
    • 0034298244 scopus 로고    scopus 로고
    • The bivariate lognormal distribution to model a multivariate flood episode
    • Yue S (2000) The bivariate lognormal distribution to model a multivariate flood episode. Hydrol Processes 14(14): 2575-2588.
    • (2000) Hydrol Processes , vol.14 , Issue.14 , pp. 2575-2588
    • Yue, S.1
  • 49
    • 0035041873 scopus 로고    scopus 로고
    • A bivariate extreme value distribution applied to flood frequency analysis
    • Yue S (2001) A bivariate extreme value distribution applied to flood frequency analysis. Nord Hydrol 32(1): 49-64.
    • (2001) Nord Hydrol , vol.32 , Issue.1 , pp. 49-64
    • Yue, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.