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EnglishIn environmental applications, the estimation of the structural risk is crucial. A statistical model for the behavior of the input variables is generally required, possibly accounting for different dependence structures among such variables. Copulas represent a suitable tool for dealing with natural extremes and non-linear dependencies. Two semi-parametric procedures for the approximation of, respectively, Extreme Value and Archimedean copulas, are proposed in order to provide a model for the estimation of the structural risk. The approximating techniques are evaluated by Monte Carlo tests, and illustrated via a case study concerning a preliminary rubble mound breakwater design.
| Titolo: | A semi–parametric approach in the estimation of the structural risk in environmental applications |
| Autori: | |
| Data di pubblicazione: | 2015 |
| Serie: | |
| Abstract: | In environmental applications, the estimation of the structural risk is crucial. A statistical model for the behavior of the input variables is generally required, possibly accounting for different dependence structures among such variables. Copulas represent a suitable tool for dealing with natural extremes and non-linear dependencies. Two semi-parametric procedures for the approximation of, respectively, Extreme Value and Archimedean copulas, are proposed in order to provide a model for the estimation of the structural risk. The approximating techniques are evaluated by Monte Carlo tests, and illustrated via a case study concerning a preliminary rubble mound breakwater design. |
| Handle: | http://hdl.handle.net/11368/2846601 |
| URL: | https://aisberg.unibg.it/handle/10446/48746#.XTFySPIzaUk https://aisberg.unibg.it/retrieve/handle/10446/48746/57709/3278-6801-1-DR.pdf |
| Appare nelle tipologie: | 4.1 Contributo in Atti Convegno (Proceeding) |
File in questo prodotto:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| A semi–parametric approach in the estimation of the structural risk in environmental applications.pdf | pdf intervento pubblicato | Documento in Versione Editoriale |  | Open Access Visualizza/Apri |
