Simulation of non-Gaussian processes using fractile correlation
By Kok-Kwang Phoon, S. Quek, Hong-wei Huang. 2004
82 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Environmental Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/33d634c8ed3bc50c6da56e171892fae25da17db3
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In Computational Theory and Mathematics
- Shih-Chieh Kao
- Rao S. Govindaraju
- Matthew Lang
- Benjamin Renard
- Kok-Kwang Phoon
- Chuangbing Zhou
- Li-min Zhang
- Dianqing Li
In Environmental Engineering
- Shih-Chieh Kao
- Rao S. Govindaraju
- Benjamin Renard
- Dianqing Li
- Chuangbing Zhou
- Xiao-Song Tang
- Matthew Lang
- Li-min Zhang
In Statistics and Probability
- Dianqing Li
- Xiao-Song Tang
- Kok-Kwang Phoon
- Chuangbing Zhou
- Li-min Zhang
- Shih-Chieh Kao
- Rao S. Govindaraju
- Benjamin Renard
Citations in the corpus
- A copula-based joint deficit index for droughts. (2010, methodology): “R is evaluated from Spearman’s ri,j using procedures suggested by Phoon et al. (2004) , in which each element qi,j in R is computed by qi,j = 2 sin (pri,j/6).”
- Use of a Gaussian copula for multivariate extreme value analysis: Some case studies in hydrology (2007, methodology): “Phoon et al. [49] proposed an alternative method, which allows the marginal and dependence parameters to be estimated independently: 1.”
- Bivariate simulation using copula and its application to probabilistic pile settlement analysis (2013, background): “The reason is that there is no non-Gaussian simulation technique available to date that can match rank and product-moment correlation simultaneously [25].”
- Bivariate distribution models using copulas for reliability analysis (2013, background): “It can be observed from equations (8) and (9) that the coefficient of tail dependence increases as the parameter u increases.”
- Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas (2008, methodology): “For instance, the correlation matrix may not be positive definite if it is constructed from nonparametric procedures using Spearman’s rank correlation coefficient [Phoon et al., 2004].”