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The utilization of copula in hidrology

Author

Listed:
  • Trandafir, Romica
  • Ciuiu, Daniel
  • Drobot, Radu

Abstract

In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

Suggested Citation

  • Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010. "The utilization of copula in hidrology," MPRA Paper 33376, University Library of Munich, Germany, revised Oct 2010.
    • Handle: RePEc:pra:mprapa:33376
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    File URL: https://mpra.ub.uni-muenchen.de/33376/1/MPRA_paper_33376.pdf
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    References listed on IDEAS

    as
    1. Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
    Full references (including those not matched with items on IDEAS)

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    1. Ciuiu, Daniel, 2010. "Simulation of queueing systems with many stations and of queueing networks using copulas," MPRA Paper 27018, University Library of Munich, Germany, revised Sep 2010.
    2. Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
    3. Ciuiu, Daniel, 2012. "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 103-126, June.

    More about this item

    Keywords

    copula; isolines; water discharges and volumes;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

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