Frequency analysis via copulas: Theoretical aspects and applications to hydrological events
By G. Salvadori, Carlo De Michele. 2004
623 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/a92308740d21a5784f7aa4ae1dfc8048ce522c8a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Vijay P. Singh
- B. De Baets
- Niko E. C. Verhoest
- Sander Vandenberghe
- Songbai Song
- F. Serinaldi
- Shenglian Guo
- G. Salvadori
In Global and Planetary Change
- Vijay P. Singh
- F. Serinaldi
- Songbai Song
- Shenglian Guo
- Shih-Chieh Kao
- Rao S. Govindaraju
- Niko E. C. Verhoest
- B. De Baets
Citations in the corpus
- A bivariate frequency analysis of extreme rainfall with implications for design (2007, background): “Furthermore, KC(t) can also be utilized for the estimationofreturnperiodforbivariatestochasticmodel(definedas secondary return period by Salvadori and De Michele [2004] ).”
- Multivariate L‐moment homogeneity test (2007, methodology): “For investigating the statistical behavior of dependent variables, copulas are recently shown to represent a useful mathematical tool for hydrological applications [El Adlouni et al., 2004; Salvadori and De Michele, 2004a ].”
- 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 ”
- Asymmetric copula in multivariate flood frequency analysis (2006, background): “Salvadori and De Michele [27] closely examine the relation between univariate and bivariate return period in term of Archimedean copula.”
- A comparative copula‐based bivariate frequency analysis of observed and simulated storm events: A case study on Bartlett‐Lewis modeled rainfall (2011, methodology): “In this context, the concept of a secondary return period has emerged as being conceptually more useful for design purposes [ Salvadori and De Michele, 2004; Salvadori, 2004; Salvadori et al., 2007; Vandenberghe et al., 2010b].”