Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula

Water Resources Research

Volumn 52, Issue 3, 2016, Pages 2327-2349

  Sarhadi, Ali ^a   Burn, Donald H ^a   Concepción Ausín, María ^b   Wiper, Michael P ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

dynamic Bayesian copula; Markov Chain Monte Carlo sampling; time varying joint return period; time varying multivariate risk analysis

Indexed keywords

BAYESIAN NETWORKS; CHAINS; CLIMATE CHANGE; DECISION MAKING; INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; MULTIVARIANT ANALYSIS; RISK ASSESSMENT;

BAYESIAN; DEVIANCE INFORMATION CRITERIONS (DIC); JOINT RETURN PERIOD; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE CARLO SAMPLINGS; MULTIVARIATE RISKS; NON-STATIONARY CONDITION; NON-STATIONARY ENVIRONMENT;

RISK ANALYSIS;

ANOMALY; BAYESIAN ANALYSIS; CLIMATE CHANGE; CLIMATE EFFECT; DECISION MAKING; DESIGN METHOD; MARKOV CHAIN; MONTE CARLO ANALYSIS; MULTIVARIATE ANALYSIS; RETURN PERIOD; RISK ASSESSMENT;

EID: 84979469565     PISSN: 00431397     EISSN: 19447973     Source Type: Journal    
DOI: 10.1002/2015WR018525     Document Type: Article

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