Book contents
- Copulas and Their Applications in Water Resources Engineering
- Copulas and Their Applications in Water Resources Engineering
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Part One Theory
- 1 Introduction
- 2 Preliminaries
- 3 Copulas and Their Properties
- 4 Symmetric Archimedean Copulas
- 5 Asymmetric Copulas
- 6 Plackett Copula
- 7 Non-Archimedean Copulas
- 8 Entropic Copulas
- 9 Copulas in Time Series Analysis
- Part Two Applications
- Index
- References
4 - Symmetric Archimedean Copulas
from Part One - Theory
Published online by Cambridge University Press: 03 January 2019
Book contents
- Copulas and Their Applications in Water Resources Engineering
- Copulas and Their Applications in Water Resources Engineering
- Copyright page
- Dedication
- Contents
- Preface
- Acknowledgments
- Part One Theory
- 1 Introduction
- 2 Preliminaries
- 3 Copulas and Their Properties
- 4 Symmetric Archimedean Copulas
- 5 Asymmetric Copulas
- 6 Plackett Copula
- 7 Non-Archimedean Copulas
- 8 Entropic Copulas
- 9 Copulas in Time Series Analysis
- Part Two Applications
- Index
- References
Summary
Symmetric Archimedean copulas are widely applied for hydrologic analyses for the following reasons: (1) they can be easily constructed with the given generating function; (2) a large variety of copulas belong to this class (Nelsen, 2006); and (3) the Archimedean copulas have nice properties, such as simple and elegant mathematical treatment. This chapter focuses on the symmetric Archimedean copulas.
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- Chapter
- Information
- Copulas and their Applications in Water Resources Engineering , pp. 123 - 171Publisher: Cambridge University PressPrint publication year: 2019
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