Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach

DOI10.1007/S00477-010-0427-7MaRDI QIDQ2331253zbMATH OpenOpenAlexFDO

Authors K. S. Cheng, Ju-Chen Hou, Jun-Jih Liou, Yii-Chen Wu, Jie-Lun Chiang

Publication date 25 October 2019

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-010-0427-7

zbMATH Keywords

frequency analysisfrequency factorhydrological frequency analysis

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications to the sciences (65Z05) Hydrology, hydrography, oceanography (86A05)

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Cited in

(4)

• Approximating a class of goodness-of-fit test statistics
• Gamma random field simulation by a covariance matrix transformation method
• Conditional simulation of random fields with bivariate gamma isofactorial distributions
• Approximate bivariate gamma generator with prespecified correlation and different marginal shapes

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