A continuous rainfall model based on vine copulas

Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence. Recently, vine copulas have been introduced, allowing multi-dimensional dependence structures to be described on the basis of a stage by stage mixin...

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Bibliographic Details
Main Authors: H. Vernieuwe, S. Vandenberghe, B. De Baets, N. E. C. Verhoest
Format: Article
Language:English
Published: Copernicus Publications 2015-06-01
Series:Hydrology and Earth System Sciences
Online Access:http://www.hydrol-earth-syst-sci.net/19/2685/2015/hess-19-2685-2015.pdf