On the tail dependence in bivariate hydrological frequency analysis
In Bivariate Frequency Analysis (BFA) of hydrological events, the study and quantification of the dependence between several variables of interest is commonly carried out through Pearson’s correlation (r), Kendall’s tau (τ) or Spearman’s rho (ρ). These measures provide an overall evaluation of the d...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2015-11-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2015-0015 |