On the construction of multivariate extreme value models via copulas
By Fabrizio Durante, G. Salvadori. 2009
112 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/142f01dd5969b6b364e2c2526b1bdfacf02b9de2
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Vijay P. Singh
- Carlo De Michele
- G. Salvadori
- Silvano Pecora
- R. Vezzoli
- Anne-Catherine Favre
- M. Brunner
- Reinhard Furrer
In Finance
- Vijay P. Singh
- B. De Baets
- Niko E. C. Verhoest
- Sander Vandenberghe
- Carlo De Michele
- G. Salvadori
- Anne-Catherine Favre
- Reinhard Furrer
In Global and Planetary Change
- Niko E. C. Verhoest
- B. De Baets
- Sander Vandenberghe
- Vijay P. Singh
- G. Salvadori
- F. Serinaldi
- Carlo De Michele
- Anne-Catherine Favre
Citations in the corpus
- Multivariate assessment of droughts: Frequency analysis and dynamic return period (2013, methodology): “…A and B indicated (i.e., C ¼ Aþ 1 ð ÞB with 2 0; 1½ ); the labels ‘‘X[AB]’’ denote the Khoudraji-Liebscher extraparametrization C of the two families A and B indicated [Durante and Salvadori, 2010; Salvadori and De Michele, 2010]. the Bayesian Information Criterion yields the same results…”
- Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data (2011, methodology): “Favre et al. (2004) employed FGM, Clayton, and Frank copulas for two applications; the first involving peak flow for a run-of-river power station that was modeled as a combination of peak flows from an upstream dam and the intermediate watershed, and the second for a better assessment of the joint a”
- A stochastic design rainfall generator based on copulas and mass curves (2010, background): “The work of Ellouze et al.(2009), Gargouri-Ellouze and Chebchoub (2008), Kao and Govindaraju(2008) andGrimaldi and Serinaldi (2006) already considered the use of copulas in the modelling of design storms.”
- Modeling the spatial dependence of floods using the Fisher copula (2019, methodology): “Flood event sets generated by the Fisher copula can be used in spatial flood risk analyses by combining them with hydraulic models and flood loss models.”