Discussion of “Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask” by C. Genest and A.-C. Favre
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VIEW THE ORIGINAL ARTICLEPublication: Journal of Hydrologic Engineering
Volume 13, Issue 10
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References
Ashkar, F. (2007). “Bivariate generalized-Pareto-based models for hydrological frequency analysis.” Proc., 18th Canadian Hydrotechnical Conf. and Symp. of the Canadian Society for Civil Engineering (CD-ROM), Winnipeg Manitoba, Canada.
Dupuis, D. J. (2007). “Using copulas in hydrology: Benefits, cautions, and issues.” J. Hydrol. Eng., 12(4), 381–393.
Favre, A.-C., El Adlouni, I. S., Perreault, L., Thiémonge, N., Bobée, B. (2004). “Multivariate hydrological frequency analysis using copulas.” Water Resour. Res., 40(W01101), 1–12.
Genest, C., and Favre, A. C. (2007). “Everything you always wanted to know about Copula modeling but were afraid to ask.” J. Hydrol. Eng., 12(4), 347–368.
Genest, C., and Rémillard, B. (2006). “Discussion of “Copulas: Tales and facts” by T. Mikosch.” Extremes, 9(1), 27–36.
Mikosch, T. (2006a). “Copulas: Tales and facts.” Extremes, 9(1), 3–20.
Mikosch, T. (2006b). “Copulas: Tales and facts—Rejoinder.” Extremes, 9(1), 55–62.
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Journal of Hydrologic Engineering
Volume 13 • Issue 10 • October 2008
Pages: 995 - 996
Copyright
© 2008 ASCE.
History
Received: Nov 21, 2007
Accepted: Nov 28, 2007
Published online: Oct 1, 2008
Published in print: Oct 2008
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Dept. of Mathematics and Statistics, Université de Moncton, Moncton, NB, Canada, E1A 3E9. E-mail: [email protected]
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