Fitting Drought Duration and Severity with Two-Dimensional Copulas

By J. Shiau. 2006

677 citations recorded by the source corpus.

Subfields: Global and Planetary Change, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/3440be08ab71a310e94e040eb69ccfdecfdce019

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Global and Planetary Change

In Ocean Engineering

Citations in the corpus

Bivariate drought frequency analysis using the copula method (2012, methodology): “According to Shiau (2006), the conditional drought duration and severity return period can also be defined for the following two cases: the return period of drought duration given a drought severity that exceeds a certain threshold, and the return period of drought severity given a drought duration…”
Drought characterization using a new copula-based trivariate approach (2014, background): “Moreover, Shiau (2006), Shiau et al. (2006), Wong et al. (2008), Kao (2010), Shiau and Modarres (2009), Mirakbari et al. (2010), Wong et al. (2010), Cancelliere and Salas (2004), Kao and Govindaraju (2010), Song and Singh (2010a, b) and Liu et al. (2011) reported on the applications of copulas in…”
Multivariate Drought Frequency Analysis using Four-Variate Symmetric and Asymmetric Archimedean Copula Functions (2018, background): “For instance in China, Shiau (2006) built a joint distribution between drought severity and duration in Southern Taiwan while Shiau and Modarres (2009) employed Clayton copula to model drought severity and duration frequency curves for two climatic regions in Iran.”
Probabilistic characterization of drought properties through copulas (2009, background): “Since SPI mean and minimum are always negative (less than 1), we have assumed absolute values for sake of simplicity (see also Shiau (2006)).”
Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm (2010, methodology): “Shiau (2006) defined standardized precipitation index (SPI) for characterizing droughts and fitted two-dimensional copulas to drought duration and severity.”
Multivariate modeling of droughts using copulas and meta-heuristic methods (2014, background): “The conditional probability distribution of drought severity given drought duration exceeding certain threshold d0 can be expressed as (Shiau 2006):”
Characterisation of Drought Properties with Bivariate Copula Analysis (2013, methodology): “For instance, AMH distribution is only suitable for weaker dependence, Clayton, Frank, Gaussian and Plackett distribution are appropriate for both positive and negative dependence; while Galambos, GH and Joe distribution can only be applied for positive dependence.”