Analysis of inter-gauge dependence by Kendall's τ K , upper tail dependence coefficient, and 2-copulas with application to rainfall fields

Author： Serinaldi Francesco  

Publisher： Springer Publishing Company

ISSN： 1436-3240

Source： Stochastic Environmental Research and Risk Assessment, Vol.22, Iss.6, 2008-10, pp. : 671-688

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Weighted least-squares inference for multivariate copulas based on dependence coefficients

By Mazo Gildas   Girard Stéphane   Forbes Florence  

ESAIM: Probability and Statistics, Vol. 19, Iss. issue, 2015-12 ,pp. : 746-765

Edp Sciences

Access to resources Recommend Favorite

Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums

By Tang Qihe  

Stochastic Analysis and Applications, Vol. 26, Iss. 3, 2008-05 ,pp. : 435-450

Taylor & Francis Ltd

Access to resources Recommend Favorite

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function

By Drees H.   Huang X.  

Journal of Multivariate Analysis, Vol. 64, Iss. 1, 1998-01 ,pp. : 25-47

Academic Press

Access to resources Recommend Favorite

Recent advances on the semi-parametric estimation of the long-range dependence coefficient

By  

ESAIM: Proceedings, Vol. 5, Iss. issue, 1998-01 ,pp. : 29-41

Edp Sciences

Access to resources Recommend Favorite

A note on upper-patched generators for Archimedean copulas

By Di Bernardino Elena   Rullière Didier  

ESAIM: Probability and Statistics, Vol. 21, Iss. issue, 2017-10 ,pp. : 183-200

Edp Sciences

Access to resources Recommend Favorite