A Generalized Pareto intensity‐duration model of storm rainfall exploiting 2‐Copulas

By Carlo De Michele, G. Salvadori. 2003

444 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/8f5db9cff33f5d0a19c93d29d4e04cb4547a5410

How researchers see this paper

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

In Finance

In Global and Planetary Change

Citations in the corpus

Drought characterization using a new copula-based trivariate approach (2014, background): “Several illustrative and review studies on rainfall frequency analysis (De Michele and Salvadori 2003; Grimaldi and Serinaldi 2006b; Kao and Govindaraju 2007a; Zhang and Singh 2007; Kuhn et al. 2007), rainfall IDF curves (Singh and Zhang 2007), flood frequency analysis (Favre et al. 2004; De…”
A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016, background): “The shape of a bivariate OR HS is illustrated in Figure 1a, considering the pair ðU; VÞ 2 I(2) (see, among others, Yue and Rasmussen [2002]; Shiau [2003], and also Salvadori [2004]; Salvadori and De Michele [2004]; De Michele et al. [2005]).”
Copulas and Its Application in Hydrology and Water Resources (2018, background): “Until now, the utilization of copulas in hydrology and water resources can be summarized as: rainfall frequency analysis (Michele and Salvadori 2003; Grimaldi and Serinaldi 2006a; Kao and Govindaraju 2007; Zhang and Singh 2007a; Kuhn et al. 2007; and Keef et al. 2009), flood frequency analysis (Favr”
Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm (2010, methodology): “ De Michele and Salvadori (2003) used 2-D copulas to model the joint probability distribution of storm duration and average storm intensity.”
Bivariate drought frequency analysis using the copula method (2012, background): “…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 2006b; Zhang and Singh 2007; Singh and Zhang 2007), for estimating groundwater parameters…”
Fitting bivariate copulas to the dependence structure between storm characteristics: A detailed analysis based on 105 year 10 min rainfall (2010, result): “Such negative association is also found by De Michele and Salvadori [2003], Salvadori and De Michele [2006], Zhang and Singh [2007a, 2007b], and Singh and Zhang [2007].”
Analytical calculation of storm volume statistics involving Pareto‐like intensity‐duration marginals (2004, methodology): “[3] However, recent studies (for a review see [Salvadori and De Michele, 2001] and [De Michele and Salvadori, 2003]) have shown that such a model may provide a poor representation of the rainfall event: indeed, such hypotheses are not realistic in quite a few cases.”
Multivariate assessment of droughts: Frequency analysis and dynamic return period (2013, background): “Since the introduction of copulas in hydrology [De Michele and Salvadori, 2003], many works show the capability and flexibility of copulas to describe the joint behavior of dependent hydrological variables: a thorough list of papers is available at the STAHY website (www.stahy.org)—see also the…”
Bivariate Flood Frequency Analysis of Upper Godavari River Flows Using Archimedean Copulas (2012, background): “One of the early applications of copulas in hydrology is for rainfall analysis by De Michele and Salvadori (2003).”
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007, background): “Copula models, which avoid this restriction, are just beginning to make their way into the hydrological literature; see, e.g., De Michele and Salvadori ͑2002͒, Favre et al. ͑2004͒, Salvadori and De Michele ͑2004͒, and De Michele et al. ͑2005͒.”
Bivariate Statistical Approach to Check Adequacy of Dam Spillway (2005, methodology): “An interesting property of Gumbel’s 2-Copulas is that th are Archimedean(Nelsen 1999); this means that a 2-CopulaCd is the solution of the functional equationgsCdsu,zdd=gsud+gszd, where the generatorg: I → f0,`f is a continuous, convex, stric decreasing function such thatgs1d=0.”
Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data (2007, methodology): “Starting with the papers of De Michele and Salvadori [2003] and Favre et al. [2004], this approach has been used profitably, e.g., in the study of storm rainfall characteristics and in flood frequency analysis.”
A continuous rainfall model based on vine copulas (2015, unknown): “Pioneering work with respect to applying copulas in hydrology was performed by De Michele and Salvadori (2003); Salvadori and De Michele (2004); Favre et al.”
Fitting Drought Duration and Severity with Two-Dimensional Copulas (2006, methodology): “Over four decades after Sklar (1959) introduced copulas, they have been used in insurance and finance (Frees et al., 1996; Frees and Valdez, 1998; Klugman and Parsa, 1999; H¨ urlimann, 2004; Mendes and Souza, 2004) and hydrology ( De Michele and Salvadori, 2003; De Michele et al., 2004; Favre et al”