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ArticleEnvironmental contours using copulas

Roberto Montes-Iturrizaga2015

Article2015

Environmental contours using copulas

Roberto Montes-Iturrizaga · Ernesto Heredia‐Zavoni

101 citations·0/0 files stored·Applied Ocean Research

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Tropical and Extratropical Cyclones Research

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 101 citations exist upstream.

References

1999An Introduction to Copulas 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask 2007Goodness-of-fit tests for copulas: A review and a power study 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions 1989Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine 2014Extremes in Nature: An Approach Using Copulas

Cited by

2016Multivariate environmental contours using C-vine copulas 2020Marginal and total exceedance probabilities of environmental contours 2017Long-term extreme response analysis of a long-span pontoon bridge 2021Environmental wave contours by inverse FORM and Monte Carlo Simulation with variance reduction techniques 2022Environmental contours as Voronoi cells 20213-Dimensional direct sampling-based environmental contours using a semi-parametric joint probability model 2024Reliability design of seawater desalination outfalls based on a novel probabilistic environmental assessment 2024Comparison of probabilistic structural reliability methods for ultimate limit state assessment of wind turbines

Details

Year2015

Typearticle

Published2015-06-22

VenueApplied Ocean Research

ISSN-L0141-1187

Languageen

Citations101

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.apor.2015.05.007

openalex_workW813056709

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