On the Use of Copulas in Hydrology: Theory and Practice

By G. Salvadori, Carlo De Michele. 2007

321 citations recorded by the source corpus.

Subfields: Global and Planetary Change, Ocean Engineering, Water Science and Technology

View Paper: https://www.semanticscholar.org/paper/4245d525bc627919a550baf4543d008f609ad5f0

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In Global and Planetary Change

In Ocean Engineering

In Water Science and Technology

Citations in the corpus

Multivariate statistical modelling of compound events via pair-copula constructions: analysis of floods in Ravenna (Italy) (2017, unknown): “…C is a copula if C : [0 , 1] n → [0 , 1] is a joint CDF of an n-dimensional random vector on the unit cube [0 , 1 with uniform marginals (Joe, 2014; Salvadori et al., 2007; Nelsen, 2006; Genest et al., 2007; Salvadori and De Michele, 2007 Under the assumption that the marginal distributions F i…”
Structural reliability analysis using a copula-function-based evidence theory model (2014, background): “Extensive applications of copula function can be found in financial and hydrological disciplines [42–44], and in reliability analysis field, there are also some works using copula function.”
Bivariate Flood Frequency Analysis with Historical Information Based on Copula (2013, methodology): “2007; Chebana and Quarda 2011; Salvadori et al. 2011). Until now, no unified methodologies are available to derivemultivariate quantiles. Salvadori et al. (2011) introduced two basic design realizations, i.”
Stochastic bias correction of dynamically downscaled precipitation fields for Germany through Copula-based integration of gridded observation data (2014, background): “This is especially advantageous in cases, where the dependence structure between the variates is too complex to be modeled by a multivariate Gaussian distribution, as it is often the case for hydrometeorological variables (Salvadori and Michele, 2007; Dupuis, 2007).”
Modelling bivariate rainfall distribution and generating bivariate correlated rainfall data in neighbouring meteorological subdivisions using copula (2010, methodology): “The copula method has been developed by Sklar (1959), Genest and MacKay (1986), Genest and Rivest (1993) and Nelsen (1999) but did not get much attention by hydrologists and water resources engineers in 20th century.”
Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (2010, background): “In recent years considerable attention has been focused on the use of copulas for multivariate hydrologic analyses (De Michele and Salvadori 2003; Shiau 2003; Favre et al. 2004; Salvadori and De Michele 2004, 2006, 2007; De Michele et al. 2005 ;B ardossy 2006 ;B a´rdossy and Li 2008; Grimaldi and ”
Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm (2010, background): “Salvadori and De Michele (2004, 2007) discussed a general theoretical framework and case studies employing copulas for determining return periods of hydrological events.”