The bivariate lognormal distribution to model a multivariate flood episode

By S. Yue. 2000

122 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/e776bafce9b7017c75a6d3a2a10f8033e45a124b

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Citations in the corpus

An uncertain journey around the tails of multivariate hydrological distributions (2013, methodology): “…procedures, providing a copula-based joint distribution and their lower dimensional marginals and conditional distributions as a final result [e.g., Yue et al., 1999; Yue, 2000, 2001a, 2001b; Grimaldi and Serinaldi, 2006; Zhang and Singh, 2007; Karmakar and Simonovic, 2009; Ghizzoni et al., 2010].”
Bivariate Flood Frequency Analysis of Upper Godavari River Flows Using Archimedean Copulas (2012, background): “…1987; Yue et al. 1999; Yue and Wang 2004; Nadarajah and Shiau 2005; Escalante 2007), bivariate gamma distribution (Yue 2001), bivariate normal distribution (Goel et al. 1998; Yue 1999), bivariate lognormal distribution (Yue 2000), bivariate exponential distribution (Choulakian et al. 1990) etc.”
Bivariate flood frequency analysis. Part 2: a copula‐based approach with mixed marginal distributions (2009, methodology): “…Bergmann, 1987), bivariate exponential J Flood Risk Management 2 (2009) 32–44c 2009 The Authors Journal Compilation c 2009 Blackwell Publishing Ltd (Singh and Singh, 1991), bivariate gamma (Yue, 2001) and bivariate lognormal (Yue, 2000) distribution functions are used for flood frequency analysis.”
Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data (2011, methodology): “Yue (2000, 2001) applied bivariate lognormal and bivariate extreme value distributions for multivariate flood frequency analysis.”
Bivariate flood frequency analysis: Part 1. Determination of marginals by parametric and nonparametric techniques (2008, methodology): “In this process base flow can be determined for the historic hydrograph using methods that are largely graphical in nature and already discussed in Yue (2000).”
Multivariate modeling of flood characteristics using Vine copulas (2020, background): “1998; Nadarajah and Shiau 2005; Sandoval and Raynal-Villasenor 2008; Singh and Singh 1991; Yue 1999, 2000, 2001; Yue and Rasmussen 2002).”
Probabilistic assessment of flood risks using trivariate copulas (2012, background): “…Yue et al. 1999; Yue 2001a; Nadarajah and Shiau 2005; Escalante 2007), bivariate gamma distribution (Yue 2001b; Yue et al. 2001), bivariate normal distribution (Goel et al. 1998; Yue 1999), bivariate lognormal distribution (Yue 2000), bivariate exponential distribution (Choulakian et al. 1998) etc.”
Importance of Tail Dependence in Bivariate Frequency Analysis (2007, background): “…to address multivariate hydrological events as a generalization of univariate distributions, for instance, bivariate normal Goel et al. 1998 , bivariate lognormal Yue 2000 , bivariate exponential Favre et al. 2002 , bivariate gamma Yue et al. 2001 , or bivariate extreme value Adamson et al. 1999 .”
A bivariate gamma distribution for use in multivariate flood frequency analysis (2001, unknown): “…et al., 1998; Buishand, 1984; Correia, 1987; Sackl and Bergmann, 1987; Krstanovic and Singh, 1987; Choulakian et al., 1990; Singh and Singh, 1991; Chang et al. 1994; Kelly and Krzysztofowicz, 1997; Durrans, 1998; Goel et al., 1998; Adamson et al. 1999; Yue et al., 1999, 2000; Yue, 1999, 2000).”
Risk Assessment of Droughts in Gujarat Using Bivariate Copulas (2012, unknown): “The PDF of bivariate log-normal distribution is given as (Yue 2000) f x1; x2ð Þ ¼ 1 2px1x2σY1σY2 ffiffiffiffiffiffiffiffi 1 ρ2 p exp q22 h i 1 < ρ < 1 ð37Þ where, q ¼ 1 1 ρ2 exp ln x1ð Þ μY1 σY1 2 2ρ ln x1ð Þ μY1 σY1 ln x2ð Þ μY2 σY2 þ ln x2ð Þ μY2 σY2 2" # ð38Þ μYi and σYi are mean and standard…”
Asymmetric copula in multivariate flood frequency analysis (2006, methodology): “In the literature, multivariate flood frequency analysis is applied considering bivariate cdf of (P, V) and (V, D) [37,34,35], supposing that P and D are uncorrelated.”