Parameter estimation of the marginal cumulative distribution functions and of the copula applied in hydrology

zbMATH Open1313.62019MaRDI QIDQ5497330FDOQ5497330

Authors: D. Ciuiu, Romică Trandafir, Radu Drobot 

Publication date: 3 February 2015

Recommendations

• Moment estimation of parameters of copulas
• Two approaches to the estimation of the parameters of copulas
• Association measures and estimation of copula parameters
• Bivariate copulas parameters estimation using the trimmed L-moments method
• Semiparametric estimation of the parameters of multivariate copulas

zbMATH Keywords

Archimedean copulamodel validationbi-variatesisolines of exceeding probabilitiesmaximum discharge and volume of the floodsmethod of the uniform random variable moments

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric hypothesis testing (62G10) Applications of statistics to environmental and related topics (62P12)

Cited In (2)

• A bivariate meta-Gaussian density for use in hydrology
• Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data

This page was built for publication: Parameter estimation of the marginal cumulative distribution functions and of the copula applied in hydrology

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5497330)