Extreme Dependence between Main Channel Length and Drainage Height Difference of Relief Factors of Debris Flow

摘要：

Combining the theory of Copula with statistics of extremes, this paper studied the dependence between main channel length and drainage height difference of the six relief factors of debris flow. The tail association measure x has been calculated. Moreover, in order to describe the extreme dependent structure about the two relief factors comprehensively, this paper makes a bivariate exceedance model and gives the tail distribution and the parameter estimation methods.

关键词： copula tail association measure x bivariate exceedance model

作者: DONG Yongquan

作者单位: Department of Mathematics and Information Science, Tangshan Teachers College, P.R.China, 063000

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 631-634

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）