-
1
-
-
12144252966
-
A simple graphical method to explore tail-dependence in stock-return pairs
-
Abberger K. A simple graphical method to explore tail-dependence in stock-return pairs. Appl. Financ. Econ. 2005, 15:43-51.
-
(2005)
Appl. Financ. Econ.
, vol.15
, pp. 43-51
-
-
Abberger, K.1
-
2
-
-
0032874984
-
Bivariate extreme value distributions: an application of the gibbs sampler to the analysis of floods
-
Adamson P.T., Metcalfe A.V., Parmentier B. Bivariate extreme value distributions: an application of the gibbs sampler to the analysis of floods. Water Resour. Res. 1999, 35:2825-2832.
-
(1999)
Water Resour. Res.
, vol.35
, pp. 2825-2832
-
-
Adamson, P.T.1
Metcalfe, A.V.2
Parmentier, B.3
-
3
-
-
0016355478
-
A new look at the statistical model identification
-
Akaike H. A new look at the statistical model identification. IEEE Trans. Autom. Control 1974, 19(6):716-723. 10.1109/TAC.1974.1100705.
-
(1974)
IEEE Trans. Autom. Control
, vol.19
, Issue.6
, pp. 716-723
-
-
Akaike, H.1
-
4
-
-
65849338149
-
Quantification of uncertainties in flood risk assessments
-
Apel H., Merz B., Thieken A. Quantification of uncertainties in flood risk assessments. Int. J. River Basin Manage. 2008, 6:149-162.
-
(2008)
Int. J. River Basin Manage.
, vol.6
, pp. 149-162
-
-
Apel, H.1
Merz, B.2
Thieken, A.3
-
5
-
-
33846341173
-
Copula-based geostatistical models for groundwater quality parameters
-
Bárdossy A. Copula-based geostatistical models for groundwater quality parameters. Water Resour. Res. 2006, 42:1-12. 10.1029/2005wr004754.
-
(2006)
Water Resour. Res.
, vol.42
, pp. 1-12
-
-
Bárdossy, A.1
-
6
-
-
84880901048
-
Interpolation of precipitation under topographic influence at different time scales
-
Bárdossy A., Pegram G. Interpolation of precipitation under topographic influence at different time scales. Water Resour. Res. 2013, 49:n/a-n/a. 10.1002/wrcr.20307.
-
(2013)
Water Resour. Res.
, vol.49
, pp. n/a-n/a
-
-
Bárdossy, A.1
Pegram, G.2
-
7
-
-
84930661083
-
Flood frequency analysis and river confluences - univariate vs. multivariate extreme value statistics
-
105675/ICWRER_2013
-
Bender, J., Wahl, T., Mudersbach, C., Jensen, J., 2013. Flood frequency analysis and river confluences - univariate vs. multivariate extreme value statistics. In: ICWRER 2013 Proceedings. vol. 1056, pp. 216-328, Doi: 105675/ICWRER_2013.
-
(2013)
ICWRER 2013 Proceedings
, vol.1056
, pp. 216-328
-
-
Bender, J.1
Wahl, T.2
Mudersbach, C.3
Jensen, J.4
-
8
-
-
68949159313
-
Copula goodness-of-fit testing: an overview and power comparison
-
Berg D. Copula goodness-of-fit testing: an overview and power comparison. Eur. J. Finance 2008, 15(7-8):675-701. 10.1080/13518470802697428.
-
(2008)
Eur. J. Finance
, vol.15
, Issue.7-8
, pp. 675-701
-
-
Berg, D.1
-
9
-
-
78851469671
-
Multivariate quantiles in hydrological frequency analysis
-
Chebana F., Ouarda T.B.M.J. Multivariate quantiles in hydrological frequency analysis. Environmetrics 2011, 22:63-78. 10.1002/env.1027.
-
(2011)
Environmetrics
, vol.22
, pp. 63-78
-
-
Chebana, F.1
Ouarda, T.B.M.J.2
-
10
-
-
84949774704
-
-
John Wiley & Sons Ltd, Chichester, 308pp
-
Cherubini U., Luciano E., Vecchiato W. Copula Methods in Finance 2004, John Wiley & Sons Ltd, Chichester, 308pp.
-
(2004)
Copula Methods in Finance
-
-
Cherubini, U.1
Luciano, E.2
Vecchiato, W.3
-
11
-
-
77949542776
-
Flood trends and variability in the Mekong River
-
Delgado J.M., Apel H., Merz B. Flood trends and variability in the Mekong River. Hydrol. Earth Syst. Sci. 2010, 14:407-418. 10.5194/hess-14-407-2010.
-
(2010)
Hydrol. Earth Syst. Sci.
, vol.14
, pp. 407-418
-
-
Delgado, J.M.1
Apel, H.2
Merz, B.3
-
12
-
-
84882373189
-
Probabilistic flood hazard mapping: Effects of uncertain boundary conditions
-
Domeneghetti A., Vorogushyn S., Castellarin A., Merz B., Brath A. Probabilistic flood hazard mapping: Effects of uncertain boundary conditions. Hydrol. Earth Syst. Sci. 2013, 17:3127-3140. 10.5194/hess-17-3127-2013.
-
(2013)
Hydrol. Earth Syst. Sci.
, vol.17
, pp. 3127-3140
-
-
Domeneghetti, A.1
Vorogushyn, S.2
Castellarin, A.3
Merz, B.4
Brath, A.5
-
13
-
-
36049047973
-
Ks: Kernel density estimation and kernel discriminant analysis for multivariate data in R
-
Duong T. Ks: Kernel density estimation and kernel discriminant analysis for multivariate data in R. J. Stat. Software 2007, 21(October).
-
(2007)
J. Stat. Software
, vol.21
, Issue.October
-
-
Duong, T.1
-
15
-
-
0348008906
-
Using copulae to bound the value-at-risk for functions of dependent risks
-
Embrechts P., Andrea H., Juri A. Using copulae to bound the value-at-risk for functions of dependent risks. Financ. Stoch. 2003, 167:145-167.
-
(2003)
Financ. Stoch.
, vol.167
, pp. 145-167
-
-
Embrechts, P.1
Andrea, H.2
Juri, A.3
-
16
-
-
23444460051
-
Estimating the tail-dependence coefficient: properties and pitfalls
-
Frahm G., Junker M., Schmidt R. Estimating the tail-dependence coefficient: properties and pitfalls. Ins. Math. Econ. 2005, 37:80-100.
-
(2005)
Ins. Math. Econ.
, vol.37
, pp. 80-100
-
-
Frahm, G.1
Junker, M.2
Schmidt, R.3
-
17
-
-
34347377353
-
2007: Everything you always wanted to know about copula modeling but were afraid to ask
-
Genest C., Favre A.-C. 2007: Everything you always wanted to know about copula modeling but were afraid to ask. J. Hydrol. Eng. 2007, 12:347. 10.1061/(asce)1084-0699(2007) 12:4(347).
-
(2007)
J. Hydrol. Eng.
, vol.12
, pp. 347
-
-
Genest, C.1
Favre, A.-C.2
-
18
-
-
63449084564
-
Goodness-of-fit tests for copulas: a review and a power study
-
Genest C., Rémillard B., Beaudoin D. Goodness-of-fit tests for copulas: a review and a power study. Ins.: Math. Econ. 2009, 44:199-213. 10.1016/j.insmatheco.2007.10.005.
-
(2009)
Ins.: Math. Econ.
, vol.44
, pp. 199-213
-
-
Genest, C.1
Rémillard, B.2
Beaudoin, D.3
-
19
-
-
84878978436
-
Multivariate return periods in hydrology: a critical and practical review focusing on synthetic design hydrograph estimation
-
Gräler B., van den Berg M.J., Vandenberghe S., Petroselli A., Grimaldi S., De Baets B., Verhoest N.E.C. Multivariate return periods in hydrology: a critical and practical review focusing on synthetic design hydrograph estimation. Hydrol. Earth Syst. Sci. 2013, 17:1281-1296. 10.5194/hess-17-1281-2013.
-
(2013)
Hydrol. Earth Syst. Sci.
, vol.17
, pp. 1281-1296
-
-
Gräler, B.1
van den Berg, M.J.2
Vandenberghe, S.3
Petroselli, A.4
Grimaldi, S.5
De Baets, B.6
Verhoest, N.E.C.7
-
20
-
-
33845586090
-
The combined impact on the flooding in Vietnam's Mekong river delta of local man-made structures, sea level rise, and dams upstream in the river catchment
-
Hoa L.T.V., Nhan N.H., Wolanski E., Tran T.C., Haruyama S. The combined impact on the flooding in Vietnam's Mekong river delta of local man-made structures, sea level rise, and dams upstream in the river catchment. Estuarine, Coastal Shelf Sci. 2007, 71:110-116.
-
(2007)
Estuarine, Coastal Shelf Sci.
, vol.71
, pp. 110-116
-
-
Hoa, L.T.V.1
Nhan, N.H.2
Wolanski, E.3
Tran, T.C.4
Haruyama, S.5
-
25
-
-
84882738651
-
The simultaneous occurrence of surge and discharge extremes for the Rhine delta
-
Kew S.F., Selten F.M., Lenderink G., Hazeleger W. The simultaneous occurrence of surge and discharge extremes for the Rhine delta. Nat. Hazards Earth Syst. Sci. 2013, 13:2017-2029. 10.5194/nhess-13-2017-2013.
-
(2013)
Nat. Hazards Earth Syst. Sci.
, vol.13
, pp. 2017-2029
-
-
Kew, S.F.1
Selten, F.M.2
Lenderink, G.3
Hazeleger, W.4
-
26
-
-
77953978632
-
Probability analysis of hydrological loads for the design of flood control systems using copulas
-
Klein B., Pahlow M., Hundecha Y., Schumann A. Probability analysis of hydrological loads for the design of flood control systems using copulas. J. Hydrol. Eng. 2010, 15:360. 10.1061/(asce)he.1943-5584.0000204.
-
(2010)
J. Hydrol. Eng.
, vol.15
, pp. 360
-
-
Klein, B.1
Pahlow, M.2
Hundecha, Y.3
Schumann, A.4
-
27
-
-
79952611089
-
Fast large-sample goodness-of-fit tests for copulas
-
Kojadinovic I., Yan J., Holmes M. Fast large-sample goodness-of-fit tests for copulas. Stat. Sin. 2011, 21:841. 10.5705/ss.2011.037a.
-
(2011)
Stat. Sin.
, vol.21
, pp. 841
-
-
Kojadinovic, I.1
Yan, J.2
Holmes, M.3
-
28
-
-
84877085106
-
Data-based analysis of bivariate copula tail dependence for drought duration and severity
-
Lee T., Modarres R., Ouarda T.B.M.J. Data-based analysis of bivariate copula tail dependence for drought duration and severity. Hydrol. Processes 2013, 27:1454-1463. 10.1002/hyp.9233.
-
(2013)
Hydrol. Processes
, vol.27
, pp. 1454-1463
-
-
Lee, T.1
Modarres, R.2
Ouarda, T.B.M.J.3
-
29
-
-
84921863006
-
Future sediment dynamics in the Mekong Delta floodplains: Impacts of hydropower development, climate change and sea level rise
-
Manh N.V., Dung N.V., Hung N.N., Kummu M., Apel H., Merz B. Future sediment dynamics in the Mekong Delta floodplains: Impacts of hydropower development, climate change and sea level rise. Global Planet. Change 2015, 127:22-33. 10.1016/j.gloplacha.2015.01.001.
-
(2015)
Global Planet. Change
, vol.127
, pp. 22-33
-
-
Manh, N.V.1
Dung, N.V.2
Hung, N.N.3
Kummu, M.4
Apel, H.5
Merz, B.6
-
30
-
-
84872230847
-
Multi-variate flood damage assessment: a tree-based data-mining approach
-
Merz B., Kreibich H., Lall U. Multi-variate flood damage assessment: a tree-based data-mining approach. Nat. Hazards Earth Syst. Sci. (NHESS) 2013, 13:53-64. 10.5194/nhess-13-53-2013.
-
(2013)
Nat. Hazards Earth Syst. Sci. (NHESS)
, vol.13
, pp. 53-64
-
-
Merz, B.1
Kreibich, H.2
Lall, U.3
-
31
-
-
53849124007
-
Flood frequency hydrology: 1. Temporal, spatial, and causal expansion of information
-
n/a-n/a
-
Merz R., Blöschl G. Flood frequency hydrology: 1. Temporal, spatial, and causal expansion of information. Water Resour. Res. 2008, 44(8). n/a-n/a. 10.1029/2007WR006744.
-
(2008)
Water Resour. Res.
, vol.44
, Issue.8
-
-
Merz, R.1
Blöschl, G.2
-
33
-
-
78649867951
-
-
Mekong River Commission, Vientiane
-
MRC Annual Mekong Flood Report 2008 2009, Mekong River Commission, Vientiane.
-
(2009)
Annual Mekong Flood Report 2008
-
-
-
35
-
-
14844325691
-
The world's largest floods, past and present-their causes and magnitudes
-
O'Connor J.E., Costa J.E. The world's largest floods, past and present-their causes and magnitudes. U.S. Geol. Surv. Circ. 2004, 1254:13pp.
-
(2004)
U.S. Geol. Surv. Circ.
, vol.1254
, pp. 13pp
-
-
O'Connor, J.E.1
Costa, J.E.2
-
36
-
-
84862012537
-
A review of copula models for economic time series
-
Patton A.J. A review of copula models for economic time series. J. Multivariate Anal. 2012, 110:4-18. 10.1016/j.jmva.2012.02.021.
-
(2012)
J. Multivariate Anal.
, vol.110
, pp. 4-18
-
-
Patton, A.J.1
-
38
-
-
33847237299
-
Use of a gaussian copula for multivariate extreme value analysis: some case studies in hydrology
-
Renard B., Lang M. Use of a gaussian copula for multivariate extreme value analysis: some case studies in hydrology. Adv. Water Resour. 2007, 30:897-912. 10.1016/j.advwatres.2006.08.001.
-
(2007)
Adv. Water Resour.
, vol.30
, pp. 897-912
-
-
Renard, B.1
Lang, M.2
-
39
-
-
84881429188
-
A bivariate return period based on copulas for hydrologic dam design: accounting for reservoir routing in risk estimation
-
Requena A.I., Mediero L., Garrote L. A bivariate return period based on copulas for hydrologic dam design: accounting for reservoir routing in risk estimation. Hydrol. Earth Syst. Sci. 2013, 17:3023-3038. 10.5194/hess-17-3023-2013.
-
(2013)
Hydrol. Earth Syst. Sci.
, vol.17
, pp. 3023-3038
-
-
Requena, A.I.1
Mediero, L.2
Garrote, L.3
-
40
-
-
12544258027
-
Frequency analysis via copulas: theoretical aspects and applications to hydrological events
-
Salvadori G., De Michele C. Frequency analysis via copulas: theoretical aspects and applications to hydrological events. Water Resour. Res. 2004, 40. 10.1029/2004wr003133.
-
(2004)
Water Resour. Res.
, vol.40
-
-
Salvadori, G.1
De Michele, C.2
-
41
-
-
34347370994
-
-
Springer, Dordrecht, The Netherlands, 303-303
-
Salvadori G., Michele C.D., Kottegoda N.T., Rosso R. Extremes in Nature: An Approach Using Copulas 2005, Springer, Dordrecht, The Netherlands, 303-303.
-
(2005)
Extremes in Nature: An Approach Using Copulas
-
-
Salvadori, G.1
Michele, C.D.2
Kottegoda, N.T.3
Rosso, R.4
-
42
-
-
77957736207
-
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 Resour. Res. 2010, 46:W10501. 10.1029/2009wr009040.
-
(2010)
Water Resour. Res.
, vol.46
, pp. W10501
-
-
Salvadori, G.1
De Michele, C.2
-
43
-
-
84856554102
-
On the return period and design in a multivariate framework
-
Salvadori G., De Michele C., Durante F. On the return period and design in a multivariate framework. Hydrol. Earth Syst. Sci. 2011, 15:3293-3305. 10.5194/hess-15-3293-2011.
-
(2011)
Hydrol. Earth Syst. Sci.
, vol.15
, pp. 3293-3305
-
-
Salvadori, G.1
De Michele, C.2
Durante, F.3
-
44
-
-
84877992026
-
Multivariate return period calculation via survival functions
-
Salvadori G., Durante F., De Michele C. Multivariate return period calculation via survival functions. Water Resour. Res. 2013, 49:n/a-n/a. 10.1002/wrcr.20204.
-
(2013)
Water Resour. Res.
, vol.49
, pp. n/a-n/a
-
-
Salvadori, G.1
Durante, F.2
De Michele, C.3
-
45
-
-
50149095771
-
Analysis of inter-gauge dependence by kendall's τk, upper tail dependence coefficient, and 2-copulas with application to rainfall fields
-
Serinaldi F. Analysis of inter-gauge dependence by kendall's τk, upper tail dependence coefficient, and 2-copulas with application to rainfall fields. Stochastic Environ. Res. Risk Assess. 2007, 22:671-688. 10.1007/s00477-007-0176-4.
-
(2007)
Stochastic Environ. Res. Risk Assess.
, vol.22
, pp. 671-688
-
-
Serinaldi, F.1
-
46
-
-
84885051397
-
An uncertain journey around the tails of multivariate hydrological distributions
-
Serinaldi F. An uncertain journey around the tails of multivariate hydrological distributions. Water Resour. Res. 2013, 49:n/a-n/a. 10.1002/wrcr.20531.
-
(2013)
Water Resour. Res.
, vol.49
, pp. n/a-n/a
-
-
Serinaldi, F.1
-
49
-
-
84921931424
-
Stationarity is undead: uncertainty dominates the distribution of extremes
-
Serinaldi F., Kilsby C.G. Stationarity is undead: uncertainty dominates the distribution of extremes. Adv. Water Resour. 2015, 77:17-36. 10.1016/j.advwatres.2014.12.013.
-
(2015)
Adv. Water Resour.
, vol.77
, pp. 17-36
-
-
Serinaldi, F.1
Kilsby, C.G.2
-
50
-
-
19744380590
-
Frequency analysis of nonidentically distributed hydrologic flood data
-
Singh V.P., Wang S.X., Zhang L. Frequency analysis of nonidentically distributed hydrologic flood data. J. Hydrol. 2005, 307:175-195.
-
(2005)
J. Hydrol.
, vol.307
, pp. 175-195
-
-
Singh, V.P.1
Wang, S.X.2
Zhang, L.3
-
51
-
-
0000795592
-
Fonctions dé repartition á n dimensions et leurs marges
-
Sklar A. Fonctions dé repartition á n dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris 1959, 8:229-231.
-
(1959)
Publ. Inst. Stat. Univ. Paris
, vol.8
, pp. 229-231
-
-
Sklar, A.1
-
52
-
-
0001874255
-
Frequency analysis of extreme events
-
In: Maidment, D.R. (Ed.), McGraw-Hill, New York. pp. 18.11-18.66
-
Stedinger, J.R., Vogel, R.M., Foufoula-Georgiou, E., 1993. Frequency analysis of extreme events. In: Maidment, D.R. (Ed.), Handbook of hydrology, McGraw-Hill, New York, pp. 18.11-18.66.
-
(1993)
Handbook of hydrology
-
-
Stedinger, J.R.1
Vogel, R.M.2
Foufoula-Georgiou, E.3
-
53
-
-
84871252164
-
Design event selection in bivariate hydrological frequency analysis
-
Volpi E., Fiori A. Design event selection in bivariate hydrological frequency analysis. Hydrol. Sci. J. 2012, 1-10. 10.1080/02626667.2012.726357.
-
(2012)
Hydrol. Sci. J.
, pp. 1-10
-
-
Volpi, E.1
Fiori, A.2
-
54
-
-
77956300749
-
A new methodology for flood hazard assessment considering dike breaches
-
Vorogushyn S., Merz B., Lindenschmidt K.E., Apel H. A new methodology for flood hazard assessment considering dike breaches. Water Resour. Res. 2010, 46:W08541.
-
(2010)
Water Resour. Res.
, vol.46
, pp. W08541
-
-
Vorogushyn, S.1
Merz, B.2
Lindenschmidt, K.E.3
Apel, H.4
-
55
-
-
65449124204
-
Copula-based flood frequency (COFF) analysis at the confluence of river systems
-
Wang C., Chang N.-B., Yeh G.-T. Copula-based flood frequency (COFF) analysis at the confluence of river systems. Hydrol. Processes 2009, 23:1471-1486.
-
(2009)
Hydrol. Processes
, vol.23
, pp. 1471-1486
-
-
Wang, C.1
Chang, N.-B.2
Yeh, G.-T.3
-
56
-
-
0033590199
-
The gumbel mixed model for flood frequency analysis
-
Yue S., Ouarda T.B.M.J., Bobee B., Legendre P., Bruneau P. The gumbel mixed model for flood frequency analysis. J. Hydrol. 1999, 226:88-100.
-
(1999)
J. Hydrol.
, vol.226
, pp. 88-100
-
-
Yue, S.1
Ouarda, T.B.M.J.2
Bobee, B.3
Legendre, P.4
Bruneau, P.5
-
57
-
-
0035971648
-
A bivariate gamma distribution for use in multivariate flood frequency analysis
-
Yue S. A bivariate gamma distribution for use in multivariate flood frequency analysis. Hydrol. Processes 2001, 15:1033-1045. 10.1002/hyp.259.
-
(2001)
Hydrol. Processes
, vol.15
, pp. 1033-1045
-
-
Yue, S.1
-
58
-
-
84867484285
-
Bivariate rainfall and runoff analysis using entropy and copula theories
-
Zhang L., Singh V.P. Bivariate rainfall and runoff analysis using entropy and copula theories. Entropy 2012, 14:1784-1812. 10.3390/e14091784.
-
(2012)
Entropy
, vol.14
, pp. 1784-1812
-
-
Zhang, L.1
Singh, V.P.2
|