Multivariate return period calculation via survival functions

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An uncertain journey around the tails of multivariate hydrological distributions (2013, methodology): “The Kendall distribution is used not only to define the so-called Kendall return period [Salvadori et al., 2011; Salvadori and De Michele, 2013; Salvadori et al., 2013] but also to assess the goodness-of-fit between the empirical copula and a tested parametric family.”
Multivariate assessment of droughts: Frequency analysis and dynamic return period (2013, background): “[10] Furthermore, a randomization strategy is introduced, in order to get rid of repeated measurements, which may adversely affect the statistical analysis of the available data, as well as the calculation of the RP’s of interest : a practical example is shown, involving the fit of the drought durat”
Bivariate frequency analysis of nonstationary low‐flow series based on the time‐varying copula (2015, background): “applied in hydrological frequency analysis (Salvadori and De Michele, 2010; Salvadori et al., 2011; De Michele et al., 2013; Salvadori et al., 2013).”