Label: Genest-2007
Title: Everything you always wanted to know about copula modeling but were afraid to ask
Journal: J HYDROL ENG, 12 (4): 347-368 JUL-AUG 2007
Citations: 60
Authors: Genest, C;Favre, AC
Addresses:
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
INRS Eau Terre & Environm, Chaire Hydrol Stat, Quebec City, PQ G1K 9A9, Canada
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Label: Patton-2006
Title: Modelling asymmetric exchange rate dependence
Journal: INT ECON REV, 47 (2): 527-556 MAY 2006
Citations: 56
Authors: Patton, AJ
Addresses:
Univ London London Sch Econ & Polit Sci, Financial Markets Grp, Houghton St, London WC2A 2AE, England
Univ London London Sch Econ & Polit Sci, Financial Markets Grp, London WC2A 2AE, England
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Label: Fermanian-2005
Title: Goodness-of-fit tests for copulas
Journal: J MULTIVARIATE ANAL, 95 (1): 119-152 JUL 2005
Citations: 48
Authors: Fermanian, JD
Addresses:
CREST, 20 Rue 22 Septembre, F-92400 Courbevoie, France
CREST, F-92245 Malakoff, France
CDC Ixis Capital Markets, F-75678 Paris, France
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Label: DeMichele-2005
Title: Bivariate statistical approach to check adequacy of dam spillway
Journal: J HYDROL ENG, 10 (1): 50-57 JAN-FEB 2005
Citations: 42
Authors: De Michele, C;Salvadori, G;Canossi, M;Petaccia, A;Rosso, R
Addresses:
Politecn Milan, DIIAR, 32 Piazza Leonardo da Vinci, I-20133 Milan, Italy
Politecn Milan, DIIAR, I-20133 Milan, Italy
Univ Lecce, Dipartimento Matemat, I-73100 Lecce, Italy
RID, Hydraul Sect, I-00185 Rome, Italy
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Label: Fermanian-2004
Title: Weak convergence of empirical copula processes
Journal: BERNOULLI, 10 (5): 847-860 OCT 2004
Citations: 40
Authors: Fermanian, JD;Radulovic, D;Wegkamp, M
Addresses:
CDC, IXIS Capital Markets, 47 Quai Austerlitz, F-75648 Paris 13, France
CDC, IXIS Capital Markets, F-75648 Paris 13, France
Florida Atlantic Univ, Dept Math, Boca Raton, FL 33431 USA
Florida State Univ, Dept Stat, Tallahassee, FL 32306 USA
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Label: Genest-2006
Title: Goodness-of-fit procedures for copula models based on the probability integral transformation
Journal: SCAND J STATIST, 33 (2): 337-366 JUN 2006
Citations: 40
Authors: Genest, C;Quessy, JF;Remillard, B
Addresses:
Univ Laval, Dept Math & Stat, Laval, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Laval, PQ G1K 7P4, Canada
Univ Quebec, Dept Math & Informat, Ste Foy, PQ G1V 2M3, Canada
Gerad, Montreal, PQ, Canada
Serv Enseignement Methodes Quantitatives Gest, Montreal, PQ, Canada
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Label: Chen-2005
Title: Pseudo-likelhood ratio tests for semiparametric multivariate copula model selection
Journal: CAN J STAT, 33 (3): 389-414 SEP 2005
Citations: 39
Authors: Chen, XH;Fan, YQ
Addresses:
NYU, Dept Econ, 269 Mercer St,7th Floor, New York, NY 10003 USA
NYU, Dept Econ, New York, NY 10003 USA
Vanderbilt Univ, Dept Econ, Nashville, TN 37235 USA
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Label: Demarta-2005
Title: The t copula and related copulas
Journal: INT STATIST REV, 73 (1): 111-129 APR 2005
Citations: 39
Authors: Demarta, S;McNeil, AJ
Addresses:
ETH Zentrum, Fed Inst Technol, Dept Math, CH-8092 Zurich, Switzerland
ETH Zentrum, Fed Inst Technol, Dept Math, CH-8092 Zurich, Switzerland
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Label: Ciach-2007
Title: Product-error-driven uncertainty model for probabilistic quantitative precipitation estimation with NEXRAD data
Journal: J HYDROMETEOROL, 8 (6): 1325-1347 DEC 2007
Citations: 28
Authors: Ciach, GJ;Krajewski, WF;Villarini, G
Addresses:
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA 52242 USA
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA 52242 USA
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Label: Habets-2008
Title: The SAFRAN-ISBA-MODCOU hydrometeorological model applied over France
Journal: J GEOPHYS RES-ATMOS, 113 (D6): art. no.-D06113 MAR 29 2008
Citations: 28
Authors: Habets, F;Boone, A;Champeaux, JL;Etchevers, P;Franchisteguy, L;Leblois, E;Ledoux, E;Le Moigne, P;Martin, E;Morel, S;Noilhan, J;Segui, PQ;Rousset-Regimbeau, F;Viennot, P
Addresses:
Univ Paris 06, CNRS, UMR Sisyphe 7619, Boite 123,4 Pl Jussieu, F-75252 Paris 05, France
CNRS, GAME CNRM, F-31057 Toulouse, France
CNRS, GAME CEN, F-38406 St Martin Dheres, France
CEMAGREF, F-69009 Lyon, France
ParisTech, ENSMP, Ctr Geosci, F-77305 Fontainebleau, France
Meteo France, DIRIC, F-75007 Paris, France
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Label: Genest-2007
Title: A primer on copulas for count data
Journal: ASTIN BULL, 37 (2): 475-515 NOV 2007
Citations: 23
Authors: Genest, C;Neslehova, J
Addresses:
Univ Laval, Dept Math & Stat, 1045 Ave Med, Quebec City, PQ G1V 0A6, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
ETH, Dept Math, CH-8092 Zurich, Switzerland
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Label: Dobric-2007
Title: A goodness of fit test for copulas based on Rosenblatt's transformation
Journal: COMPUT STAT DATA ANAL, 51 (9): 4633-4642 MAY 15 2007
Citations: 18
Authors: Dobric, J;Schmid, F
Addresses:
Univ Cologne, Seminar Wirtsch & Sozialstat, Albertus Magnus Pl, D-50923 Cologne, Germany
Univ Cologne, Seminar Wirtsch & Sozialstat, D-50923 Cologne, Germany
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Label: Genest-2008
Title: Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Journal: ANN INST HENRI POINCARE-PROB, 44 (6): 1096-1127 DEC 2008
Citations: 18
Authors: Genest, C;Remillard, B
Addresses:
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada
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Label: Genest-2009
Title: Goodness-of-fit tests for copulas: A review and a power study
Journal: INSUR MATH ECON, 44 (2): 199-213 Sp. Iss. SI APR 2009
Citations: 17
Authors: Genest, C;Remillard, B;Beaudoin, D
Addresses:
Univ Laval, Dept Math & Stat, 1045 Ave Med, Quebec City, PQ G1V 0A6, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada
Univ Laval, Dept Dept & Syst Decis, Quebec City, PQ G1V 0A6, Canada
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Label: Thielen-2009
Title: The European Flood Alert System - Part 1: Concept and development
Journal: HYDROL EARTH SYST SCI, 13 (2): 125-140 2009
Citations: 14
Authors: Thielen, J;Bartholmes, J;Ramos, MH;de Roo, A
Addresses:
Joint Res Ctr, Inst Environm & Sustainabil, Via Fermi 2749, I-21027 Ispra, VA, Italy
Joint Res Ctr, Inst Environm & Sustainabil, I-21027 Ispra, VA, Italy
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Label: Villarini-2008
Title: Modeling radar-rainfall estimation uncertainties using parametric and non-parametric approaches
Journal: ADV WATER RESOUR, 31 (12): 1674-1686 DEC 2008
Citations: 13
Authors: Villarini, G;Serinaldi, F;Krajewski, WF
Addresses:
Princeton Univ, Dept Civil & Environm Engn, Princeton, NJ 08540 USA
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA USA
Univ Roma La Sapienza, Dept Hydraul Transportat & Highways, Rome, Italy
Univ Roma La Sapienza, H2CU Honors Ctr Italian Univ, Rome, Italy
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Label: Germann-2009
Title: REAL - Ensemble radar precipitation estimation for hydrology in a mountainous region
Journal: QUART J ROY METEOROL SOC, 135 (639): 445-456 Part B JAN 2009
Citations: 12
Authors: Germann, U;Berenguer, M;Sempere-Torres, D;Zappa, M
Addresses:
MeteoSwiss, Via Monti 146, CH-6605 Locarno, Switzerland
MeteoSwiss, CH-6605 Locarno, Switzerland
McGill Univ, Montreal, PQ, Canada
GRAHI UPC, Barcelona, Spain
WSL, Swiss Fed Inst Forest Snow & landscape Res, Birmensdorf, Switzerland
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Label: Cloke-2009
Title: Ensemble flood forecasting: A review
Journal: J HYDROL, 375 (3-4): 613-626 SEP 15 2009
Citations: 11
Authors: Cloke, HL;Pappenberger, F
Addresses:
Kings Coll London, Dept Geog, London WC2R 2LS, England
Kings Coll London, Dept Geog, London WC2R 2LS, England
European Ctr Medium Range Weather Forecasts, Reading RG2 9AX, Berks, England
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