Journal ArticleDOI
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
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This paper presents an introduction to inference for copula models, based on rank methods, by working out in detail a small, fictitious numerical example, the various steps involved in investigating the dependence between two random variables and in modeling it using copulas.Abstract:
This paper presents an introduction to inference for copula models, based on rank methods. By working out in detail a small, fictitious numerical example, the writers exhibit the various steps involved in investigating the dependence between two random variables and in modeling it using copulas. Simple graphical tools and numerical techniques are presented for selecting an appropriate model, estimating its parameters, and checking its goodness-of-fit. A larger, realistic application of the methodology to hydrological data is then presented.read more
Citations
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ReportDOI
Multi-Mechanism Flood Hazard Assessment: Critical Review of Current Practice and Approaches
Models and methods for electricity and gas markets in a low-carbon economy
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Journal ArticleDOI
Probabilistic dependence between streamflow and hydroclimatic variables and the possible linkages to large-scale atmospheric circulation: A case study in Baden-Württemberg, Southwest Germany
TL;DR: In this paper, the authors investigated the probabilistic relationship between streamflow and hydroclimatic variables (including precipitation, temperature and soil moisture) and the potential links to large-scale atmospheric circulation over Baden-Wurttemberg, Southwest Germany.
Journal ArticleDOI
Investigation on the occurrence of positive cloud to ground (+CG) lightning in UMP Pekan
TL;DR: In this paper, the direction of +CG lightning and its relationship with monsoon season in Malaysia by using data obtained from Malaysia Meteorological Department (MMD) for 2015 was found.
References
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Book
An Introduction to Copulas
TL;DR: This book discusses the fundamental properties of copulas and some of their primary applications, which include the study of dependence and measures of association, and the construction of families of bivariate distributions.
Journal ArticleDOI
Non-Uniform Random Variate Generation.
B. J. T. Morgan,Luc Devroye +1 more
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
Book ChapterDOI
A Class of Statistics with Asymptotically Normal Distribution
TL;DR: In this article, the authors considered the problem of estimating a U-statistic of the population characteristic of a regular functional function, where the sum ∑″ is extended over all permutations (α 1, α m ) of different integers, 1 α≤ (αi≤ n, n).