Statistical modelling of extreme storms using copulas: A comparison study-Reference-Cited by-同舟云学术

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Statistical modelling of extreme storms using copulas: A comparison study

Published:2018-12 Issue: Volume:142 Page:52-61
ISSN:0378-3839
Container-title:Coastal Engineering
language:en
Short-container-title:Coastal Engineering

Author:

Li Fan^ORCID,Zhou Jiren,Liu Chen

Funder

Priority Academic Program Development of Jiangsu Higher Education Institutions (PAPD)

Natural Science Foundation of Jiangsu Province, China

Natural Science Research Program of the Universities in Jiangsu Province

Publisher

Elsevier BV

Subject

Ocean Engineering,Environmental Engineering

Reference57 articles.

1. Entropy-copula in hydrology and climatology;AghaKouchak;J. Hydrometeorol.,2014

2. Models for construction of multivariate dependence: a comparison study;Berg;Eur. J. Finance,2009

3. The Multivariate Gaussian Tail Model: an Application to Oceanographic Data;Bortot,2000

4. Distribution of residual autocorrelations in autoregressive integrated moving average time series models;Box;J. Am. Stat. Assoc.,1970

5. Statistical simulation of wave climate and extreme beach erosion;Callaghan;Coast. Eng.,2008

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