A bivariate meta-Gaussian density for use in hydrology

DOI10.1007/BF02428423zbMath0890.62091OpenAlexW2139995385MaRDI QIDQ1370380

K. S. Kelly, Roman Krzysztofowicz

Publication date: 26 October 1997

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02428423

zbMATH Keywords

correlation coefficientlikelihood ratio dependencebivariate meta-Gaussian densitynormal quantile transform

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Applications of statistics (62P99)

Related Items (5)

On multivariate Gaussian copulas ⋮ Efficient maximum likelihood estimation of copula based meta \(t\)-distributions ⋮ Graphical lassos for meta‐elliptical distributions ⋮ Gaussian copula distributions for mixed data, with application in discrimination ⋮ Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach

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