The Gumbel logistic model for representing a multivariate storm event

By S. Yue. 2000

104 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/da435fd91ad969df61fbe97a9a3b9ec0670d44c5

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Citations in the corpus

Statistics of Extremes (2004, background): “6) (Gumbel and Mustafi 1967; Hougaard 1986; Shi 1995b; Tiago de Oliveira 1980, 1984, 1989b; Yue 2001), maximum likelihood estimation is nevertheless the most efficient.”
Asymmetric copula in multivariate flood frequency analysis (2006, methodology): “[37], Yue [36] and Yue andWang [39] propose bivariate Logistic and Mixed models with Gumbel margins [22].”
Multivariate multiparameter extreme value models and return periods: A copula approach (2010, background): “…the multivariate lognormal’s, Student’s t and Fisher’s F distributions [see, e.g., Alexander, 1954; Stedinger, 1983; Hosking and Wallis, 1988; Pons, 1992; Kottegoda and Natale, 1994]), or multivariate logistic Gumbel [see, e.g., Raynal‐Villasenor and Salas, 1987; Bacchi et al., 1994; Yue, 2000b].”
Statistics of extremes in hydrology (2002, methodology): “For example, Yue [100] used the Gumbel logistic model for bivariate extremes to model the joint distribution of annual maximum storm peak and total storm amount, observing that hydrologic engineering design and management requires more information about a storm than just its peak intensity.”
Design hyetograph analysis with 3-copula function (2006, background): “Knowing that the extreme hydrological events can be represented by univariate Gumbel distributions (Gumbel, 1958), Yue et al. (1999) and Yue (2000b, 2001) proposed two bivariate models with Gumbel margins (Gumbel, 1958, 1960a; Gumbel & Mustafi, 1967; Tiago de Oliveira, 1975).”
Frequency analysis via copulas: Theoretical aspects and applications to hydrological events (2004, background): “... examples, consider the storm duration and intensity [De Michele and Salvadori, 2003; Salvadori and De Michele, 2004], the flood peak and volume [De Michele et al., 2004], drought events characterized by duration-magnitude-intensity [see Kim et al., 2003, and references therein], and so on. Other”
Multivariate L‐moment homogeneity test (2007, background): “Examples of multivariate representation of hydrologic phenomena include storm duration and intensity [ Yue, 2001a; Salvadori and De Michele, 2004b]; flood peak, volume and duration [Ashkar, 1980; Yue et al., 1999; Ouarda et al., 2000; Yue, 2001b; Yue and Rasmussen, 2002; Shiau, 2003; De Michele et ”
Bivariate Flood Frequency Analysis with Historical Information Based on Copula (2013, unknown): “The concept of return period for bivariate event has been introduced and discussed by Yue (2000), Salvadori and De Michele (2004), and De Michele et al. (2005).”
Joint probability of precipitation and discharge deficits in the Netherlands (2004, methodology): “Both bivariate distributions have been applied in the water resources literature [Leytham, 1987; Kroll and Stedinger, 1998; Yue et al., 1999; Yue, 2001; Shiau, 2003], but a thorough comparison is lacking.”