Methods of Tail Dependence Estimation-Reference-Cited by-同舟云学术

Methods of Tail Dependence Estimation

Published:2012-09-07 Issue: Volume: Page:163-179
ISSN:0921-092X
Container-title:Extremes in a Changing Climate
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Author:

AghaKouchak Amir,Sellars Scott,Sorooshian Soroosh

Publisher

Springer Netherlands

Link

http://link.springer.com/content/pdf/10.1007/978-94-007-4479-0_6.pdf

Reference52 articles.

1. Abberger K (2005) A simple graphical method to explore tail-dependence in stock-return pairs. Appl Financ Econ Taylor Fr J 15(1):43–51

2. AghaKouchak A, Bárdossy A, Habib E (2010a) Conditional simulation of remotely sensed rainfall data using a non-gaussian v-transformed copula. Adv Water Resour 33(6):624–634

3. AghaKouchak A, Bárdossy A, Habib E (2010b) Copula-based uncertainty modeling: application to multi-sensor precipitation estimates. Hydrol Process 24(15):2111–2124

4. AghaKouchak A, Ciach G, Habib E (2010c) Estimation of tail dependence coefficient in rainfall accumulation fields. Adv Water Resour 33(9):1142–1149

5. Bárdossy A, Li J (2008) Geostatistical interpolation using copulas. Water Resour Res 44(7):W07412.1–W07412.15

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