The Gumbel Mixed Model Applied to Storm Frequency Analysis
By S. Yue. 2000
64 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/efdddcd44d00bac03a9d97cbfc8fd818018cb272
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- F. Serinaldi
- G. Salvadori
- Carlo De Michele
- Fabrizio Durante
- Salvatore Grimaldi
- Vijay P. Singh
- Shenglian Guo
- B. De Baets
In Global and Planetary Change
- F. Serinaldi
- Carlo De Michele
- G. Salvadori
- Vijay P. Singh
- Fabrizio Durante
- Salvatore Grimaldi
- Shenglian Guo
- Songbai Song
Citations in the corpus
- On the construction of multivariate extreme value models via copulas (2009, methodology): “This copula represents a sort of “standard” MEV model in hydrology (see, e.g., Yue, 2000a,b, and references therein); in particular, it is the only Archimedean copula that is also MEV (Genest and Rivest, 1989).”
- 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].”
- Design hyetograph analysis with 3-copula function (2006, methodology): “This approach was re-proposed by Yue (2000a) introducing the optimization of the likelihood function to assess the parameters of the Box-Cox transformation.”
- Statistics of Extremes (2004, methodology): “16), despite the abundance of ad hoc methods for statistical inference on ψ (Gumbel and Mustafi 1967; Posner et al. 1969; Tiago de Oliveira 1980, 1989b; Yue 2000; Yue et al. 1999), maximum likelihood estimation is the most efficient.”