The utilization of copula in hidrology

Romica Trandafir, Daniel Ciuiu and Radu Drobot

MPRA Paper from University Library of Munich, Germany

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.

Keywords: copula; isolines; water discharges and volumes (search for similar items in EconPapers)
JEL-codes: C13 C16 (search for similar items in EconPapers)
Date: 2010-08, Revised 2010-10
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Published in Scientific Journal Mathematical Modeling in Civil Engineering 2 BIS (2011): pp. 12-20

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