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Comment on Multivariate Non-normally Distributed Random Variables in Climate Research – Introduction to the Copula Approach by C. Schölzel and P. Friederichs, Nonlin. Processes Geophys., 15, 761–772, 2008 : Volume 16, Issue 2 (28/04/2009)

By Serinaldi, F.

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Book Id: WPLBN0003987909
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Title: Comment on Multivariate Non-normally Distributed Random Variables in Climate Research – Introduction to the Copula Approach by C. Schölzel and P. Friederichs, Nonlin. Processes Geophys., 15, 761–772, 2008 : Volume 16, Issue 2 (28/04/2009)  
Author: Serinaldi, F.
Volume: Vol. 16, Issue 2
Language: English
Subject: Science, Nonlinear, Processes
Collections: Periodicals: Journal and Magazine Collection, Copernicus GmbH
Historic
Publication Date:
2009
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications

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Serinaldi, F. (2009). Comment on Multivariate Non-normally Distributed Random Variables in Climate Research – Introduction to the Copula Approach by C. Schölzel and P. Friederichs, Nonlin. Processes Geophys., 15, 761–772, 2008 : Volume 16, Issue 2 (28/04/2009). Retrieved from http://hawaiilibrary.net/


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Description: Dipartimento di Idraulica Trasporti e Strade, Sapienza Università di Roma, Via Eudossiana 18, 00184 Rome, Italy. No abstract available.

Summary
Comment on Multivariate non-normally distributed random variables in climate research – introduction to the copula approach by C. Schölzel and P. Friederichs, Nonlin. Processes Geophys., 15, 761–772, 2008

Excerpt
Bárdossy, A.: Copula-based geostatistical models for groundwater quality parameters, Water Resour. Res., 42, W11416, \doi10.1029/2005WR004754, 2006.; dos Santos Silva, R. and Freitas Lopes, H.: Copula, marginal distributions and model selection, Stat. Comput., 18, 313–320, 2008.; Drouet-Mari, D. and Kotz, S.: Correlation and dependence, Imperial College Press, London, 2001.; Fang, H B., Fang, K T., and Kotz, S.: The meta-elliptical distributions with given marginals, J. Multivariate Anal., 82, 1–16, 2002.; Genest, C. and Nešlehová, J.: A primer on copulas for count data, The Astin Bulletin, 37, 475–515, 2007.; Genest, C. and Rémillard, B.: Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models, Ann. I. H. Poincare B, 44, 1096�–1127, 2008.; Genest, C., Favre, A.-C., Béliveau, J., and Jacques, C.: Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data, Water Resour. Res., 43, W09401, \doi10.1029/2006WR005275, 2007.; Genest, C., Rémillard, B., and Beaudoin, D.: Goodness-of-fit tests for copulas: A review and a power study, Insur. Math. Econ., 44, 199–213, 2009.; Joe, H.: Multivariate models and dependence concepts, Chapman & Hall, New York, 1997.; Michiels, F. and De~Schepper, A.: A copula test space model how to avoid the wrong copula choice, Kybernetika, 44, 864–878, 2008.; Nikoloulopoulos, A K. and Karlis, D.: Fitting copulas to bivariate earthquake data: The seismic gap hypothesis revisited, Environmetrics, 19, 251–269, 2008.; Poulin, A., Huard, D., Favre, A.-C., and Pugin, S.: Importance of tail dependence in bivariate frequency analysis, J. Hydrol. Eng., 12, 394–403, 2007.; Salvadori, G., De Michele, C., Kottegoda, N T., and Rosso, R.: Extremes in nature: An approach using copulas, Springer, 2007.; Schölzel, C. and Friederichs, P.: Multivariate non-normally distributed random variables in climate research – introduction to the copula approach, Nonlin. Processes Geophys., 15, 761–772, 2008.; Serinaldi, F.: Analysis of inter-gauge dependence by Kendall's $\tau_K$, upper tail dependence coefficient, and 2-copulas with application to rainfall fields, Stoch. Env. Res. Risk A., 22, 671–688, 2008.; Serinaldi, F.: Copula-based mixed models for bivariate rainfall data: An empirical study in regression perspective, Stoch. Env. Res. Risk A., \doi10.1007/s00477-008-0249-z, in press, 2009.; Serinaldi, F., Bonaccorso, B., Cancelliere, A., and Grimaldi, S.: Probabilistic characterization of drought properties through copulas, Phys. Chem. Earth, \doi10.1016/j.pce.2008.09.004, in press, 2009.; Villarini, G., Serinaldi, F., and Krajewski, W F.: Modeling radar-rainfall estimation uncertainties using parametric and non-parametric approaches, Adv. Water Resour., 31, 1674–1686, 2008.

 

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