Multivariate return period calculation via survival functions
Key Points New consistent and well‐founded definition of Multivariate Return Period Easy‐to‐use formulas for performing Multivariate design and risk assessment The new approach is so general that all hydrological sciences may benefit of it The concept of return period is fundamental for the design a...
Gespeichert in:
| Veröffentlicht in: | Water resources research 2013-04, Vol.49 (4), p.2308-2311 |
|---|---|
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 2311 |
|---|---|
| container_issue | 4 |
| container_start_page | 2308 |
| container_title | Water resources research |
| container_volume | 49 |
| creator | Salvadori, G. Durante, F. De Michele, C. |
| description | Key Points
New consistent and well‐founded definition of Multivariate Return Period
Easy‐to‐use formulas for performing Multivariate design and risk assessment
The new approach is so general that all hydrological sciences may benefit of it
The concept of return period is fundamental for the design and the assessment of many engineering works. In a multivariate framework, several approaches are available to its definition, each one yielding different solutions. In this paper, we outline a theoretical framework for the calculation of return periods in a multidimensional environment, based on survival copulas and the corresponding survival Kendall's measures. The present approach solves the problems raised in previous publications concerning the coherent foundation of the notion of return period in a multivariate setting. As an illustration, a practical hydrological application is presented. |
| doi_str_mv | 10.1002/wrcr.20204 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_miscellaneous_1500768562</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>3545673761</sourcerecordid><originalsourceid>FETCH-LOGICAL-c4084-b1414069abf1d7e4df7eb89d0497f83e52ff4d15e35cf10f1fe69242678f59b13</originalsourceid><addsrcrecordid>eNp90EFLwzAUB_AgCs7pxU9Q8CJC53tpmjQHDzJ0CpvKUHcMWZtAZrfOpN3ct7dz6sGDp8Dj93-8_Ak5ReghAL1c-9z3KFBge6SDkrFYSJHskw4AS2JMpDgkRyHMAJClXHTI1agpa7fS3unaRN7UjV9ES-NdVUS5LvOm1LWrFtHK6Sg0ftXSMrLNIt9OwzE5sLoM5uT77ZKX25vn_l08fBzc96-Hcc4gY_EUGTLgUk8tFsKwwgozzWQBTAqbJSal1rICU5OkuUWwaA2XlFEuMpvKKSZdcr7bu_TVe2NCreYu5KYs9cJUTVCYAgiepZy29OwPnVXtn9rrFHJGIUPgvFUXO5X7KgRvrFp6N9d-oxDUtkm1bVJ9Ndli3OG1K83mH6km4_74JxPvMi7U5uM3o_2b4iIRqZo8DBR_EsNXOaRqlHwCjICEzA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1642081066</pqid></control><display><type>article</type><title>Multivariate return period calculation via survival functions</title><source>Wiley-Blackwell AGU Digital Library</source><source>Wiley Online Library Journals Frontfile Complete</source><source>EZB-FREE-00999 freely available EZB journals</source><creator>Salvadori, G. ; Durante, F. ; De Michele, C.</creator><creatorcontrib>Salvadori, G. ; Durante, F. ; De Michele, C.</creatorcontrib><description>Key Points
New consistent and well‐founded definition of Multivariate Return Period
Easy‐to‐use formulas for performing Multivariate design and risk assessment
The new approach is so general that all hydrological sciences may benefit of it
The concept of return period is fundamental for the design and the assessment of many engineering works. In a multivariate framework, several approaches are available to its definition, each one yielding different solutions. In this paper, we outline a theoretical framework for the calculation of return periods in a multidimensional environment, based on survival copulas and the corresponding survival Kendall's measures. The present approach solves the problems raised in previous publications concerning the coherent foundation of the notion of return period in a multivariate setting. As an illustration, a practical hydrological application is presented.</description><identifier>ISSN: 0043-1397</identifier><identifier>EISSN: 1944-7973</identifier><identifier>DOI: 10.1002/wrcr.20204</identifier><language>eng</language><publisher>Washington: Blackwell Publishing Ltd</publisher><subject>copulas ; Fines & penalties ; Hydrology ; multivariate design ; multivariate return period ; Risk assessment ; survival function</subject><ispartof>Water resources research, 2013-04, Vol.49 (4), p.2308-2311</ispartof><rights>2013. American Geophysical Union. All Rights Reserved.</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c4084-b1414069abf1d7e4df7eb89d0497f83e52ff4d15e35cf10f1fe69242678f59b13</citedby><cites>FETCH-LOGICAL-c4084-b1414069abf1d7e4df7eb89d0497f83e52ff4d15e35cf10f1fe69242678f59b13</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://onlinelibrary.wiley.com/doi/pdf/10.1002%2Fwrcr.20204$$EPDF$$P50$$Gwiley$$H</linktopdf><linktohtml>$$Uhttps://onlinelibrary.wiley.com/doi/full/10.1002%2Fwrcr.20204$$EHTML$$P50$$Gwiley$$H</linktohtml><link.rule.ids>314,776,780,1411,11493,27901,27902,45550,45551,46443,46867</link.rule.ids></links><search><creatorcontrib>Salvadori, G.</creatorcontrib><creatorcontrib>Durante, F.</creatorcontrib><creatorcontrib>De Michele, C.</creatorcontrib><title>Multivariate return period calculation via survival functions</title><title>Water resources research</title><addtitle>Water Resour. Res</addtitle><description>Key Points
New consistent and well‐founded definition of Multivariate Return Period
Easy‐to‐use formulas for performing Multivariate design and risk assessment
The new approach is so general that all hydrological sciences may benefit of it
The concept of return period is fundamental for the design and the assessment of many engineering works. In a multivariate framework, several approaches are available to its definition, each one yielding different solutions. In this paper, we outline a theoretical framework for the calculation of return periods in a multidimensional environment, based on survival copulas and the corresponding survival Kendall's measures. The present approach solves the problems raised in previous publications concerning the coherent foundation of the notion of return period in a multivariate setting. As an illustration, a practical hydrological application is presented.</description><subject>copulas</subject><subject>Fines & penalties</subject><subject>Hydrology</subject><subject>multivariate design</subject><subject>multivariate return period</subject><subject>Risk assessment</subject><subject>survival function</subject><issn>0043-1397</issn><issn>1944-7973</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2013</creationdate><recordtype>article</recordtype><recordid>eNp90EFLwzAUB_AgCs7pxU9Q8CJC53tpmjQHDzJ0CpvKUHcMWZtAZrfOpN3ct7dz6sGDp8Dj93-8_Ak5ReghAL1c-9z3KFBge6SDkrFYSJHskw4AS2JMpDgkRyHMAJClXHTI1agpa7fS3unaRN7UjV9ES-NdVUS5LvOm1LWrFtHK6Sg0ftXSMrLNIt9OwzE5sLoM5uT77ZKX25vn_l08fBzc96-Hcc4gY_EUGTLgUk8tFsKwwgozzWQBTAqbJSal1rICU5OkuUWwaA2XlFEuMpvKKSZdcr7bu_TVe2NCreYu5KYs9cJUTVCYAgiepZy29OwPnVXtn9rrFHJGIUPgvFUXO5X7KgRvrFp6N9d-oxDUtkm1bVJ9Ndli3OG1K83mH6km4_74JxPvMi7U5uM3o_2b4iIRqZo8DBR_EsNXOaRqlHwCjICEzA</recordid><startdate>201304</startdate><enddate>201304</enddate><creator>Salvadori, G.</creator><creator>Durante, F.</creator><creator>De Michele, C.</creator><general>Blackwell Publishing Ltd</general><general>John Wiley & Sons, Inc</general><scope>BSCLL</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7QH</scope><scope>7QL</scope><scope>7T7</scope><scope>7TG</scope><scope>7U9</scope><scope>7UA</scope><scope>8FD</scope><scope>C1K</scope><scope>F1W</scope><scope>FR3</scope><scope>H94</scope><scope>H96</scope><scope>KL.</scope><scope>KR7</scope><scope>L.G</scope><scope>M7N</scope><scope>P64</scope><scope>7U1</scope><scope>7U2</scope></search><sort><creationdate>201304</creationdate><title>Multivariate return period calculation via survival functions</title><author>Salvadori, G. ; Durante, F. ; De Michele, C.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c4084-b1414069abf1d7e4df7eb89d0497f83e52ff4d15e35cf10f1fe69242678f59b13</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2013</creationdate><topic>copulas</topic><topic>Fines & penalties</topic><topic>Hydrology</topic><topic>multivariate design</topic><topic>multivariate return period</topic><topic>Risk assessment</topic><topic>survival function</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Salvadori, G.</creatorcontrib><creatorcontrib>Durante, F.</creatorcontrib><creatorcontrib>De Michele, C.</creatorcontrib><collection>Istex</collection><collection>CrossRef</collection><collection>Aqualine</collection><collection>Bacteriology Abstracts (Microbiology B)</collection><collection>Industrial and Applied Microbiology Abstracts (Microbiology A)</collection><collection>Meteorological & Geoastrophysical Abstracts</collection><collection>Virology and AIDS Abstracts</collection><collection>Water Resources Abstracts</collection><collection>Technology Research Database</collection><collection>Environmental Sciences and Pollution Management</collection><collection>ASFA: Aquatic Sciences and Fisheries Abstracts</collection><collection>Engineering Research Database</collection><collection>AIDS and Cancer Research Abstracts</collection><collection>Aquatic Science & Fisheries Abstracts (ASFA) 2: Ocean Technology, Policy & Non-Living Resources</collection><collection>Meteorological & Geoastrophysical Abstracts - Academic</collection><collection>Civil Engineering Abstracts</collection><collection>Aquatic Science & Fisheries Abstracts (ASFA) Professional</collection><collection>Algology Mycology and Protozoology Abstracts (Microbiology C)</collection><collection>Biotechnology and BioEngineering Abstracts</collection><collection>Risk Abstracts</collection><collection>Safety Science and Risk</collection><jtitle>Water resources research</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Salvadori, G.</au><au>Durante, F.</au><au>De Michele, C.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Multivariate return period calculation via survival functions</atitle><jtitle>Water resources research</jtitle><addtitle>Water Resour. Res</addtitle><date>2013-04</date><risdate>2013</risdate><volume>49</volume><issue>4</issue><spage>2308</spage><epage>2311</epage><pages>2308-2311</pages><issn>0043-1397</issn><eissn>1944-7973</eissn><abstract>Key Points
New consistent and well‐founded definition of Multivariate Return Period
Easy‐to‐use formulas for performing Multivariate design and risk assessment
The new approach is so general that all hydrological sciences may benefit of it
The concept of return period is fundamental for the design and the assessment of many engineering works. In a multivariate framework, several approaches are available to its definition, each one yielding different solutions. In this paper, we outline a theoretical framework for the calculation of return periods in a multidimensional environment, based on survival copulas and the corresponding survival Kendall's measures. The present approach solves the problems raised in previous publications concerning the coherent foundation of the notion of return period in a multivariate setting. As an illustration, a practical hydrological application is presented.</abstract><cop>Washington</cop><pub>Blackwell Publishing Ltd</pub><doi>10.1002/wrcr.20204</doi><tpages>4</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0043-1397 |
| ispartof | Water resources research, 2013-04, Vol.49 (4), p.2308-2311 |
| issn | 0043-1397 1944-7973 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_1500768562 |
| source | Wiley-Blackwell AGU Digital Library; Wiley Online Library Journals Frontfile Complete; EZB-FREE-00999 freely available EZB journals |
| subjects | copulas Fines & penalties Hydrology multivariate design multivariate return period Risk assessment survival function |
| title | Multivariate return period calculation via survival functions |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-02-05T18%3A11%3A00IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Multivariate%20return%20period%20calculation%20via%20survival%20functions&rft.jtitle=Water%20resources%20research&rft.au=Salvadori,%20G.&rft.date=2013-04&rft.volume=49&rft.issue=4&rft.spage=2308&rft.epage=2311&rft.pages=2308-2311&rft.issn=0043-1397&rft.eissn=1944-7973&rft_id=info:doi/10.1002/wrcr.20204&rft_dat=%3Cproquest_cross%3E3545673761%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1642081066&rft_id=info:pmid/&rfr_iscdi=true |