A platform for research: civil engineering, architecture and urbanism
A platform for research: civil engineering, architecture and urbanism
Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited
10.1002/env.869.abs
The seismic gap hypothesis assumes that the intensity of an earthquake and the time elapsed from the previous one are positively related. Previous works on this topic were based on particular assumptions for the joint distribution implying specific type of dependence. We investigate this hypothesis using copulas. Copulas are flexible for modelling the dependence structure far from assuming simple linear correlation structures and, thus, allow for better examination of this controversial aspect of geophysical research. In fact, via copulas, marginal properties and dependence structure can be separated. We propose a model averaging approach in order to allow for model uncertainty and diminish the effect of the choice of a particular copula. This enlarges the range of potential dependence structures that can be investigated. Application to a real data set is provided. Copyright © 2007 John Wiley & Sons, Ltd.
Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited
10.1002/env.869.abs
The seismic gap hypothesis assumes that the intensity of an earthquake and the time elapsed from the previous one are positively related. Previous works on this topic were based on particular assumptions for the joint distribution implying specific type of dependence. We investigate this hypothesis using copulas. Copulas are flexible for modelling the dependence structure far from assuming simple linear correlation structures and, thus, allow for better examination of this controversial aspect of geophysical research. In fact, via copulas, marginal properties and dependence structure can be separated. We propose a model averaging approach in order to allow for model uncertainty and diminish the effect of the choice of a particular copula. This enlarges the range of potential dependence structures that can be investigated. Application to a real data set is provided. Copyright © 2007 John Wiley & Sons, Ltd.
Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited
Nikoloulopoulos, Aristidis K. (author) / Karlis, Dimitris (author)
Environmetrics ; 19 ; 251-269
2008-05-01
19 pages
Article (Journal)
Electronic Resource
English
Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited
| Online Contents | 2008
Probabilistic Characterization of Hydrologic Extremes Using Bivariate Copulas
| HENRY – Federal Waterways Engineering and Research Institute (BAW) | 2010
Bivariate Seasonal Design Flood Estimation Based on Copulas
| Online Contents | 2017