Asymmetric copula in multivariate flood frequency analysis

By Salvatore Grimaldi, F. Serinaldi. 2006

406 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/5a541b663a74606e8c8b384461495c36b8f18d92

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Citations in the corpus

Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (2010, methodology): “Archimedean copulas seem to have been applied more commonly (Genest et al. 2007a, b). Using margin free measures of association, such as Spearman’s q or Kendall’s s, Grimaldi and Serinaldi (2006a) and Genest et al. 2007a, b pointed out that the symmetric copula implied all pairs of variables, and ”
Bivariate frequency analysis of nonstationary low‐flow series based on the time‐varying copula (2015, methodology): “, 2007) has been widely applied (De Michele and Salvadori, 2003; Favre et al., 2004; Salvadori and De Michele, 2004a; Grimaldi and Serinaldi, 2006; Zhang and Singh, 2006; Zhang and Singh, 2007; Evin and Favre, 2008; Kao and Govindaraju, 2008; Bárdossy and Pegram, 2009; Serinaldi et al., 2009; Wang e”
Bivariate drought frequency analysis using the copula method (2012, methodology): “…have been adopted for hydrological studies of multivariate flood frequency analysis (Favre et al. 2004; Zhang and Singh 2006; Shiau et al. 2006; Grimaldi and Serinaldi 2006a; Kao and Govindaraju 2007), for rainfall frequency analysis (De Michele and Salvadori 2003; Grimaldi and Serinaldi…”
Dependence between high sea-level and high river discharge increases flood hazard in global deltas and estuaries (2018, methodology): “For each station combination with statistically significant dependence, we apply copula theory (De Michele and Salvadori 2003, Grimaldi and Serinaldi 2006, Nelsen 2006) to assess the dependence structure.”
Copula‐based drought severity‐duration‐frequency analysis in Iran (2009, background): “…and floods (De Michele and Salvadori, 2003; Favre et al., 2004; Salvadori and de Michele, 2004a, 2004b; De Michele et al., 2005; Shiau et al., 2006; Grimaldi and Serinaldi, 2006; Salvadori and de Michele, 2006; Zhang and Singh, 2006; Kao and Govindaraju, 2007; Renard and Lang, 2007; Zhang and…”
Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm (2010, background): “ Grimaldi and Serinaldi (2006) applied the Archimedean copula to model trivariate joint distribution of floods.”
Bivariate flood frequency analysis. Part 2: a copula‐based approach with mixed marginal distributions (2009, methodology): “D, which is similar to the observations of Grimaldi and Serinaldi (2006).”
Probabilistic assessment of flood risks using trivariate copulas (2012, background): “Recently, copulas have been applied in the field of hydrology (Favre et al. 2004; Salvadori and De Michele 2004; Grimaldi and Serinaldi 2006; Zhang and Singh 2007; Chowdhary et al. 2011; Salvadori et al. 2011).”
A comparative copula‐based bivariate frequency analysis of observed and simulated storm events: A case study on Bartlett‐Lewis modeled rainfall (2011, background): “Also, a trivariate frequency analysis has been proposed [Genest et al., 2007; Serinaldi and Grimaldi, 2007; Zhang and Singh, 2007b; Grimaldi and Serinaldi, 2006a ], in which the issue of mixed association, i.e., both positive and negative or different pairwise associations among the variables invol”
On the return period and design in a multivariate framework (2011, background): “In addition, since C QV is Archimedean ( Nelsen, 2006), then C QVL is a particular case of a “nested” Archimedean copula (Joe, 1997; Grimaldi and Serinaldi, 2006; Serinaldi and Grimaldi, 2007; H ¨ ardle and Okhrin, 2010; Hering et al., 2010).”