A BIVARIATE META-GAUSSIAN DENSITY FOR USE IN HYDROLOGY

Citation
Ks. Kelly et R. Krzysztofowicz, A BIVARIATE META-GAUSSIAN DENSITY FOR USE IN HYDROLOGY, Stochastic hydrology and hydraulics, 11(1), 1997, pp. 17-31
Citations number
27
Categorie Soggetti
Mathematical Method, Physical Science","Water Resources","Environmental Sciences","Statistic & Probability
ISSN journal
09311955
Volume
11
Issue
1
Year of publication
1997
Pages
17 - 31
Database
ISI
SICI code
0931-1955(1997)11:1<17:ABMDFU>2.0.ZU;2-K
Abstract
Convenient bivariate densities found in the literature are often unsui table for modeling hydrologic variates. They either constrain the rang e of association between variates, or fix the form of the marginal dis tributions. The bivariate meta-Gaussian density is constructed by embe dding the normal quantile transform of each variate into the Gaussian law. The density can represent a full range of association between var iates and admits arbitrarily specified marginal distributions. Modelin g and estimation can be decomposed into i) independent analyses of the marginal distributions, and ii) investigation of the dependence struc ture. Both statistical and judgmental estimation procedures are possib le. Some comparisons to recent applications of bivariate densities in the hydrologic literature motivate and illustrate the model.