Bivariate return periods via 2-copulas

DOI10.1016/j.stamet.2004.07.002zbMath1079.62057OpenAlexW2030651002MaRDI QIDQ2485472

G. Salvadori

Publication date: 5 August 2005

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2004.07.002

zbMATH Keywords

2-CopulasArchimedean 2-CopulasPrimary return periodReturn periodSecondary return period

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics (62P99) Survival analysis and censored data (62N99)

Related Items (3)

A method for constructing higher-dimensional copulas ⋮ Testing for a class of bivariate exponential distributions ⋮ On the estimation of extreme directional multivariate quantiles

Cites Work

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• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• An introduction to copulas. Properties and applications
• Return period of bivariate distributed extreme hydrological events
• Frank's family of bivariate distributions
• Properties of a one-parameter family of bivariate distributions with specified marginals

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