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.
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) |
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