Multivariate multiparameter extreme value models and return periods: A copula approach
By G. Salvadori, Carlo De Michele. 2010
259 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/9b27a44bbd3a3335f77938f740b56be9951c65e0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Fabrizio Durante
- Vijay P. Singh
- Carlo De Michele
- G. Salvadori
- Shenglian Guo
- Lu Chen
- Zenchao Hao
- A. Daneshkhah
In Finance
- Vijay P. Singh
- Shenglian Guo
- G. Salvadori
- Fabrizio Durante
- Carlo De Michele
- Lu Chen
- A. Daneshkhah
- I. Holman
In Global and Planetary Change
- Shenglian Guo
- Vijay P. Singh
- Lu Chen
- Carlo De Michele
- F. Serinaldi
- G. Salvadori
- Fabrizio Durante
- Tianyuan Li
Citations in the corpus
- Copulas and Its Application in Hydrology and Water Resources (2018, background): “2015), and some other theoretical analyses of multivariate extreme problems (Salvadori et al. 2007; Salvadori and Michele 2010).”
- Drought Analysis Using Copulas (2013, background): “The problem of specifying a probability model for dependent multivariate observations can be simplified by expressing the corresponding n dimensional joint cumulative distribution (Salvadori and Michele 2010).”
- Probabilistic modeling of flood characterizations with parametric and minimum information pair-copula model (2016, background): “However, Serinaldi (2013) extends this widespread belief that the increasingly refined mathematical structures of probability functions increase the accuracy and credibility of the fitted models (particularly, in extrapolating upper tails of the fitted models), but we have found some mixed conclusio”
- Measure of Correlation between River Flows Using the Copula-Entropy Method (2013, background): “The problem of specifying probability models for dependent multivariate observations can be simplified by expressing the corresponding d-dimensional joint cumulative distribution (Salvadori and Michele 2010).”