메뉴 건너뛰기




Volumn 76, Issue , 2013, Pages 68-78

Simulating a multivariate sea storm using Archimedean copulas

Author keywords

Copulas; Multivariate statistical models; Sea storms; Waves

Indexed keywords

BIVARIATE ANALYSIS; COPULAS; CORRELATION COEFFICIENT; MATHEMATICAL TRACTABILITY; MULTIVARIATE DISTRIBUTIONS; MULTIVARIATE STATISTICAL MODELS; PHYSICAL CONSTRAINTS; SEA STORM;

EID: 84875232655     PISSN: 03783839     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.coastaleng.2013.01.011     Document Type: Article
Times cited : (113)

References (43)
  • 1
    • 6444223612 scopus 로고    scopus 로고
    • Modeling dependence with copulas: a useful tool for field development decision process
    • Accioly R.S., Chiyoshi F.Y. Modeling dependence with copulas: a useful tool for field development decision process. Journal of Petroleum Science and Engineering 2004, 44:83-91.
    • (2004) Journal of Petroleum Science and Engineering , vol.44 , pp. 83-91
    • Accioly, R.S.1    Chiyoshi, F.Y.2
  • 2
    • 0003875448 scopus 로고    scopus 로고
    • Wave mechanics for ocean engineering
    • Elsevier Science, Amsterdam
    • Boccotti P. Wave mechanics for ocean engineering. Elsevier Oceanography Series 2000, Elsevier Science, Amsterdam.
    • (2000) Elsevier Oceanography Series
    • Boccotti, P.1
  • 6
    • 33847404127 scopus 로고    scopus 로고
    • Lower tail dependence for Archimedean copulas: characterizations and pitfalls
    • Charpentier A., Segers J. Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Insurance: Mathematics and Economics 2007, 40:525-532.
    • (2007) Insurance: Mathematics and Economics , vol.40 , pp. 525-532
    • Charpentier, A.1    Segers, J.2
  • 8
    • 78851469671 scopus 로고    scopus 로고
    • Multivariate quantiles in hydrological frequency analysis
    • Chebana F., Ouarda T.B.M.J. Multivariate quantiles in hydrological frequency analysis. Environmetrics 2011, 22(1):63-78.
    • (2011) Environmetrics , vol.22 , Issue.1 , pp. 63-78
    • Chebana, F.1    Ouarda, T.B.M.J.2
  • 9
    • 77956343058 scopus 로고    scopus 로고
    • The impact of sea level rise and climate change on inshore wave climate: a case study for East Anglia (UK)
    • Chini N., Stansby P., Leake J., Wolf J., Roberts-Jones J., Lowe J. The impact of sea level rise and climate change on inshore wave climate: a case study for East Anglia (UK). Coastal Engineering 2010, 57:973-984.
    • (2010) Coastal Engineering , vol.57 , pp. 973-984
    • Chini, N.1    Stansby, P.2    Leake, J.3    Wolf, J.4    Roberts-Jones, J.5    Lowe, J.6
  • 10
    • 84864061900 scopus 로고    scopus 로고
    • Predicting coastal erosion trends using non-stationary statistics and process-based models
    • Corbella S., Stretch D.D. Predicting coastal erosion trends using non-stationary statistics and process-based models. Coastal Engineering 2012, 70:40-49.
    • (2012) Coastal Engineering , vol.70 , pp. 40-49
    • Corbella, S.1    Stretch, D.D.2
  • 16
    • 84936112669 scopus 로고
    • Statistical inference procedures for bivariate Archimedean copulas
    • Genest C., Rivest L. Statistical inference procedures for bivariate Archimedean copulas. Journal of the American Statistical Association 1993, 88(423):1034-1043.
    • (1993) Journal of the American Statistical Association , vol.88 , Issue.423 , pp. 1034-1043
    • Genest, C.1    Rivest, L.2
  • 18
    • 33746255727 scopus 로고    scopus 로고
    • Asymmetric copula in multivariate flood frequency analysis
    • Grimaldi S., Serinaldi F. Asymmetric copula in multivariate flood frequency analysis. Advances in Water Resources 2006, 29:1155-1167.
    • (2006) Advances in Water Resources , vol.29 , pp. 1155-1167
    • Grimaldi, S.1    Serinaldi, F.2
  • 19
    • 0000555058 scopus 로고
    • A plotting rule for extreme probability paper
    • Gringorten I.I. A plotting rule for extreme probability paper. Journal of Geophysical Research 1963, 68(3):813-814.
    • (1963) Journal of Geophysical Research , vol.68 , Issue.3 , pp. 813-814
    • Gringorten, I.I.1
  • 20
    • 12144268679 scopus 로고    scopus 로고
    • Application of the r largest-order statistics for long-term predictions of significant wave height
    • Guedes Soares C., Scotto M.G. Application of the r largest-order statistics for long-term predictions of significant wave height. Coastal Engineering 2004, 51:387-394.
    • (2004) Coastal Engineering , vol.51 , pp. 387-394
    • Guedes Soares, C.1    Scotto, M.G.2
  • 25
    • 78650311125 scopus 로고    scopus 로고
    • A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
    • Kojadinovic I., Yan J. A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Statistics and Computing 2011, 21:17-30.
    • (2011) Statistics and Computing , vol.21 , pp. 17-30
    • Kojadinovic, I.1    Yan, J.2
  • 27
    • 36248957569 scopus 로고    scopus 로고
    • Seasonality and duration in extreme value distributions of significant wave height
    • Mendez F.J., Menendez M., Luceno A., Medina R., Graham N.E. Seasonality and duration in extreme value distributions of significant wave height. Ocean Engineering 2008, 35:131-138.
    • (2008) Ocean Engineering , vol.35 , pp. 131-138
    • Mendez, F.J.1    Menendez, M.2    Luceno, A.3    Medina, R.4    Graham, N.E.5
  • 28
    • 77954959903 scopus 로고    scopus 로고
    • Sensitivity analysis of time-dependent generalized extreme value models for ocean climate variables
    • Minguez R., Menéndez M., Méndez F.J., Losada I.J. Sensitivity analysis of time-dependent generalized extreme value models for ocean climate variables. Advances in Water Resources 2010, 33:833-845.
    • (2010) Advances in Water Resources , vol.33 , pp. 833-845
    • Minguez, R.1    Menéndez, M.2    Méndez, F.J.3    Losada, I.J.4
  • 29
    • 0004156740 scopus 로고    scopus 로고
    • An introduction to copulas
    • Springer, New York
    • Nelsen R.B. An introduction to copulas. Springer Series in Statistics 2006, Springer, New York. second edition.
    • (2006) Springer Series in Statistics
    • Nelsen, R.B.1
  • 30
    • 77950859727 scopus 로고    scopus 로고
    • Increasing wave heights and extreme value projections: the wave climate of the U.S. Pacific Northwest
    • Ruggiero P., Komar P.D., Allan J.C. Increasing wave heights and extreme value projections: the wave climate of the U.S. Pacific Northwest. Coastal Engineering 2010, 57:539-552.
    • (2010) Coastal Engineering , vol.57 , pp. 539-552
    • Ruggiero, P.1    Komar, P.D.2    Allan, J.C.3
  • 31
    • 77957736207 scopus 로고    scopus 로고
    • Multivariate multiparameter extreme value models and return periods: a copula approach
    • Salvadori G., De Michele C. Multivariate multiparameter extreme value models and return periods: a copula approach. Water Resources Research 2010, 46:W10501. 10.1029/2009WR009040.
    • (2010) Water Resources Research , vol.46
    • Salvadori, G.1    De Michele, C.2
  • 32
    • 33645843059 scopus 로고    scopus 로고
    • Statistical characterization of temporal structure of storms
    • Salvadori G.De, Michele C. Statistical characterization of temporal structure of storms. Advances in Water Resources 2006, 29:827-842.
    • (2006) Advances in Water Resources , vol.29 , pp. 827-842
    • Salvadori, G.D.1    Michele, C.2
  • 36
    • 77949339034 scopus 로고    scopus 로고
    • Hierarchies of Archimedean copulas
    • Savu C., Trede M. Hierarchies of Archimedean copulas. Quantitative Finance 2010, 10(3):295-304.
    • (2010) Quantitative Finance , vol.10 , Issue.3 , pp. 295-304
    • Savu, C.1    Trede, M.2
  • 37
    • 84892332265 scopus 로고    scopus 로고
    • Springer Science and Business Media, Inc., New York
    • Sorensen R.M. Basic Coastal Engineering 2006, Springer Science and Business Media, Inc., New York. third edition.
    • (2006) Basic Coastal Engineering
    • Sorensen, R.M.1
  • 41
    • 3142579298 scopus 로고    scopus 로고
    • Sampling from Archimedean copulas
    • Whelan N. Sampling from Archimedean copulas. Quantitative Finance 2004, 4(3):339-352.
    • (2004) Quantitative Finance , vol.4 , Issue.3 , pp. 339-352
    • Whelan, N.1
  • 43
    • 34347401002 scopus 로고    scopus 로고
    • Trivariate frequency analysis using the Gumbel-Hougaard copula
    • Zhang L., Singh V.P. Trivariate frequency analysis using the Gumbel-Hougaard copula. Journal of Hydrologic Engineering 2007, 12(4):431-439.
    • (2007) Journal of Hydrologic Engineering , vol.12 , Issue.4 , pp. 431-439
    • Zhang, L.1    Singh, V.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.