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https://hdl.handle.net/2440/54224
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Type: | Journal article |
Title: | Trivariate copulas for characterisation of droughts |
Author: | Wong, G. Lambert, M. Metcalfe, A. |
Citation: | Australia and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, 2008; 49:306-323 |
Publisher: | Australian Mathematics Publ Assoc Inc |
Issue Date: | 2008 |
ISSN: | 1446-8735 1446-8735 |
Statement of Responsibility: | G. Wong, M. F. Lambert and A. V. Metcalfe |
Abstract: | Australian agriculture is at serious risk from drought, and water resource infrastructure and management can mitigate the effects. The consequences of droughts depend on their intensity, duration and severity. These variables are correlated and the dependence structure is here described by copulas. Copulas are multivariate uniform distributions which allow for the dependence structure to be modelled independently of the marginal distributions. Trivariate Gaussian and Gumbel copulas are fitted to the data from a rainfall district in NSW. We assess the goodness of fit of the data to the different forms using several criteria. The data are best described by a Gumbel copula and three parameter Weibull marginal distributions. |
Description: | Copyright © 2008 Australian Mathematical Society |
DOI: | 10.0000/anziamj.v49i0.364 |
Published version: | http://anziamj.austms.org.au/ojs/index.php/ANZIAMJ/article/view/364 |
Appears in Collections: | Aurora harvest Civil and Environmental Engineering publications Environment Institute publications |
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