Discussion of “Fully Nested 3-Copula: Procedure and Application on Hydrological Data” by F. Serinaldi and S. Grimaldi
This article is a reply.
VIEW THE ORIGINAL ARTICLEThis article is a reply.
VIEW THE ORIGINAL ARTICLEPublication: Journal of Hydrologic Engineering
Volume 15, Issue 5
HE.1943-5584.0000003/asset/edac3aaf-830c-4415-8b53-ec91ad0694ac/assets/(asce)he.1943-5584.0000003.fp.png)
Get full access to this article
View all available purchase options and get full access to this article.
Acknowledgments
The Center for Automotive Safety Research receives core funding from the Department for Transport, Energy, and Infrastructure (South Australia) and the Motor Accident Commission (South Australia). The views expressed are those of the author and do not necessarily represent those of the University of Adelaide or the sponsoring organizations.
References
Bortot, P., Coles, S., and Tawn, J. (2000). “The multivariate Gaussian tail model: An application to oceanographic data.” Appl. Stat., 49(1), 31–49.
Hutchinson, T. P. (1993). “The seventh-root formula for a trivariate normal probability.” Appl. Stat., 47(2), 102–103.
Hutchinson, T. P. (1999). “Familial association of disease and the structure of trivariate distributions.” Ann. Hum. Genet., 63(6), 539–544.
Karvanen, J. (2003). “Generation of correlated non-Gaussian random variables from independent components.” Proc., 4th International Symposium on Independent Component Analysis and Blind Signal Separation, ICA2003 Organizing Committee, NTT Communication Science Laborataories, Kyoto, Japan, ⟨http://www.kecl.ntt.co.jp/icl/signal/ica2003/cdrom/data/0017.pdf⟩.
Koehler, K. J., and Symanowski, J. T. (1995). “Constructing multivariate distributions with specified marginal distributions.” J. Multivariate Anal., 55(2), 261–282.
Nelsen, R. B. (2002). “Concordance and copulas: A survey.” Distributions with given marginals and statistical modelling, C. M. Cuadras, J. Fortiana, and J. A. Rodriguez-Lallena, eds., Kluwer, Dordrecht, The Netherlands, 169–177.
Salvadori, G., and De Michele, C. (2007). “On the use of copulas in hydrology: Theory and practice.” J. Hydrol. Eng., 12(4), 369–380.
Serinaldi, F., and Grimaldi, S. (2007). “Fully nested 3-copula: Procedure and application on hydrological data.” J. Hydrol. Eng., 12(4), 420–430.
Information & Authors
Information
Published In
Journal of Hydrologic Engineering
Volume 15 • Issue 5 • May 2010
Pages: 378 - 379
Copyright
© 2010 ASCE.
History
Received: Sep 27, 2007
Accepted: Nov 19, 2007
Published online: Apr 15, 2010
Published in print: May 2010
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.