Modified Maximum Pseudo Likelihood Method of Copula Parameter Estimation for Skewed Hydrometeorological Data

Modified Maximum Pseudo Likelihood Method of Copula Parameter Estimation for Skewed Hydrometeorological Data

For multivariate frequency analysis of hydrometeorological data, the copula model is commonly used to construct joint probability distribution due to its flexibility and simplicity. The Maximum Pseudo-Likelihood (MPL) method is one of the most widely used methods for fitting a copula model. The MPL...

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Bibliographic Details
Main Authors: Kyungwon Joo, Ju-Young Shin, Jun-Haeng Heo
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Water
Subjects:
parameter estimation of copula model
Gumbel copula
maximum pseudo-likelihood
modified maximum pseudo-likelihood
inference function for margin method
Online Access:https://www.mdpi.com/2073-4441/12/4/1182

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