Book contents
- Copulas and Their Applications in Water Resources Engineering
- Copulas and Their Applications in Water Resources Engineering
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Part One Theory
- 1 Introduction
- 2 Preliminaries
- 3 Copulas and Their Properties
- 4 Symmetric Archimedean Copulas
- 5 Asymmetric Copulas
- 6 Plackett Copula
- 7 Non-Archimedean Copulas
- 8 Entropic Copulas
- 9 Copulas in Time Series Analysis
- Part Two Applications
- Index
- References
7 - Non-Archimedean Copulas
Meta-Elliptical Copulas
from Part One - Theory
Published online by Cambridge University Press: 03 January 2019
Book contents
- Copulas and Their Applications in Water Resources Engineering
- Copulas and Their Applications in Water Resources Engineering
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Part One Theory
- 1 Introduction
- 2 Preliminaries
- 3 Copulas and Their Properties
- 4 Symmetric Archimedean Copulas
- 5 Asymmetric Copulas
- 6 Plackett Copula
- 7 Non-Archimedean Copulas
- 8 Entropic Copulas
- 9 Copulas in Time Series Analysis
- Part Two Applications
- Index
- References
Summary
- Type
- Chapter
- Information
- Copulas and their Applications in Water Resources Engineering , pp. 261 - 303Publisher: Cambridge University PressPrint publication year: 2019
References
Fang, H. B., Fang, K. T., and Kotz, S. (2002). The meta-elliptical distributions with given marginals. Journal of Multivariate Analysis, 82, 1–16.CrossRefGoogle Scholar
Genest, C., Favre, A. C., Be´liveau, J., and Jacques, C. (2007). Meta-elliptical copulas and their use in frequency analysis of multivariate hydrological data. Water Resources Research, 43, W09401, doi:10.1029/2006WR005275.CrossRefGoogle Scholar
Kotz, S. and Nadarajah, S. (2001). Some extreme type elliptical distributions. Statistics & Probability Letters, 54, 171–182.CrossRefGoogle Scholar
McNeil, A., Frey, R., and Embrechts, P. (2005). Quantitative Risk Management: Concepts, Techniques, and Tools. Princeton: Princeton University Press.Google Scholar
Nadarajah, S. ( 2006). Fisher information for the elliptically symmetric Pearson distributions. Applied Mathematics and Computation, 178, 195–206.CrossRefGoogle Scholar
Nadarajah, S. (2007). A bivariate gamma model for drought. Water Resources Research, 43, W08501, doi:10.1029/2006WR005641.CrossRefGoogle Scholar
Nadarajah, S. and Kotz, S. (2005). Information matrices for some elliptically symmetric distribution. SORT, 29(1), 43–56.Google Scholar
Zhang, G. (2000). Multiple complex Gauss–Legendre integral formulae and application. Journal of Lanzhou University (Natural Sciences), 36(5), 30–34.Google Scholar
- 1
- Cited by