Trivariate copulas for characterisation of droughts

ANZIAM Journal

Volumn 49, Issue , 2014, Pages C306-C323

  Wong, G ^a   Lambert, M F ^a   Metcalfe, A V ^a  

^a UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84911185054     PISSN: 14461811     EISSN: 14468735     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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3. C. Genest and J. MacKay. The joy of copulas: bivariate distributions with uniform marginals. The American Statistician, 1986, 40(4), 280-283.
4. C. Genest and A-C Favre. Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, 2006, 12(4), 347-368. doi:10.1061/(ASCE)1084-0699(2007)12:4(347) C319
5. S. Grimaldi and F. Serinaldi. Asymmetric copula in multivariate ood frequency analysis. Advances in Water Resources, 2006, 29, 1155-1167. doi:10.1016/j.advwatres.2005.09.005 C307
6. H. Joe. Multivariate models and dependence concepts. New York: Chapman & Hall, 1997. C310
7. T. B. McKee, N. J. Doesken and J. Kliest. The relationship of drought frequency and duration to time scales. In Proceeding of the 8th Conference on Applied Climatology, 17-22 January 1993, Anaheim, CA, American Meteorological Society: Boston, MA, USA, 179-184. C308
8. R Development Core Team. R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing. 2007. http://www.R-project.org C314.
9. J. T. Shiau. Fitting Drought Duration and Severity with Two-Dimensional Copulas. Water Resources Management, 2006, 20, 795-815. doi:10.1007/s11269-005-9008-9 C307.
10. A. Sklar. Fonctions de répartitions à n dimensions et leurs marges. Publications de l'Institut de Statistique de l'Université de Paris, 1959, 8, 229-231. C307, C309.
11. The Australian. El Nino bad news for drought-stricken east. The Australian, 14th September. Accessed 19th September http://www.theaustralian.news.com.au/printpage/0,5942,2041027 C307.
12. L. Zhang and V. P. Singh.Bivariate Flood Frequency Analysis using Copula Method. Journal of Hydrologic Engineering, 2006, 11(2), 150-164. doi:10.1061/(ASCE)1084-0699(2006)11:2(150) C307.