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The utilization of copula in hidrology

Author

Listed:
  • Trandafir, Romica
  • Ciuiu, Daniel
  • Drobot, Radu

Abstract

In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

Suggested Citation

  • Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010. "The utilization of copula in hidrology," MPRA Paper 33376, University Library of Munich, Germany, revised Oct 2010.
    • Handle: RePEc:pra:mprapa:33376
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    File URL: https://mpra.ub.uni-muenchen.de/33376/1/MPRA_paper_33376.pdf
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    More about this item

    Keywords

    copula; isolines; water discharges and volumes;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

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