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| Titel |
Estimating strategies for multiparameter Multivariate Extreme Value copulas |
| VerfasserIn |
G. Salvadori, C. Michele |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1027-5606
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| Digitales Dokument |
URL |
| Erschienen |
In: Hydrology and Earth System Sciences ; 15, no. 1 ; Nr. 15, no. 1 (2011-01-17), S.141-150 |
| Datensatznummer |
250012591
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| Publikation (Nr.) |
 copernicus.org/hess-15-141-2011.pdf |
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| Zusammenfassung |
| Multivariate Extreme Value models are a fundamental tool in order to
assess potentially dangerous events. Exploiting recent theoretical
developments in the theory of Copulas, new multiparameter models can
be easily constructed. In this paper we suggest several strategies in
order to estimate the parameters of the selected copula, according to
different criteria: these may use a single station approach, or a
cluster strategy, or exploit all the pair-wise relationships between
the available gauge stations. An application to flood data is also
illustrated and discussed. |
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