A bivariate Pareto model for drought

DOI10.1007/s00477-008-0260-4zbMath1416.62642OpenAlexW2106427933MaRDI QIDQ2001950

Saralees Nadarajah

Publication date: 11 July 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-008-0260-4

zbMATH Keywords

sum of random variablesratio of random variablesbivariate Pareto distributionproduct of random variablesdrought modelingreturn periods

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Exact distribution theory in statistics (62E15)

Related Items (6)

Posterior propriety of bivariate lomax distribution under objective priors ⋮ Correlations in bivariate Pareto distributions ⋮ Objective Bayesian inference for the reliability in a bivariate Lomax distribution ⋮ Unnamed Item ⋮ On the distribution of quotient of random variables conditioned to the positive quadrant ⋮ Extremes of scale mixtures of multivariate time series

Uses Software

• R

Cites Work

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• An analytical formulation of return period of drought severity
• The bivariate gamma exponential distribution with application to drought data
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• Intensity-duration models based on bivariate gamma distributions
• A modular system of algorithms for unconstrained minimization
• Nonparametric Statistics with Applications to Science and Engineering
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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