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Bivariate copula in Johor rainfall data

Yee, K. C. and Suhaila, J. and Yusof, F. and Mean, F. H. (2016) Bivariate copula in Johor rainfall data. In: 23rd Malaysian National Symposium of Mathematical Sciences: Advances in Industrial and Applied Mathematics, SKSM 2015, 24 November 2015 through 26 November 2015, Johor Bahru; Malaysia.

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Abstract

Copula is a probability distribution that allows a joint distribution function build from different univariate marginal distribution function. The climate in Malaysia is very humid, which cause the rainfall data is usually skewed. Gumbel, Clayton and skew t copula are distributions that good in analyze data that is extreme. Five rain gauge stations in Johor will be used in this study. The most suitable copula function that best suit the bivariate relation among the five stations will be studied. The Akaike information criterion and Bayesian information criterion will be the used as the moderators to decide the best suit copula function. Gumbel copula is the best suit copula function among the five rain gauge stations.

Item Type:Conference or Workshop Item (Paper)
Uncontrolled Keywords:Clayton copula, Gumbel copula, Skew t copula
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:73204
Deposited By: Muhammad Atiff Mahussain
Deposited On:23 Nov 2017 01:37
Last Modified:23 Nov 2017 01:37

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