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Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data

机译:后椭圆相脉及其在多元水文数据频率分析中的应用

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摘要

Metaelliptical copulas are introduced as a flexible tool for modeling multivariate data in hydrology. The properties of this broad class of dependence functions are reviewed, along with associated rank-based procedures for copula parameter estimation and goodness-of-fit testing. A new graphical diagnostic tool is also proposed for selecting an appropriate metaelliptical copula. Peak, volume, and duration of the annual spring flood for the Romaine River (Quebec, Canada) are used for illustration purposes.
机译:引入后椭圆系动词作为在水文学中对多元数据进行建模的灵活工具。审查了这一广泛类的依赖函数的属性,以及相关的基于语序的copula参数估计和拟合优度测试程序。还提出了一种新的图形诊断工具,用于选择合适的后椭圆形copula。罗曼河(加拿大魁北克)的年度春季洪水的峰值,流量和持续时间用于说明。

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