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Official Journal of the Asia Oceania Geosciences Society (AOGS)

Geoscience Letters Cover Image

Table 5 Parameters estimated for MECC copula

From: Copula–entropy theory for multivariate stochastic modeling in water engineering

  λ 0 λ 1 λ 2 γ 1 γ 2 λ 3
With sample Spearman’s rho as the constraints
 POME marginal − 1.7581 1.2443 35.7275 1.2443 35.7275 − 73.9435
 Empirical marginal − 1.7581 1.2443 35.7275 1.2443 35.7275 − 73.9435
With true Spearman’s rho as the constraints (from the true GH-copula)
  − 1.7628 1.2356 36.3731 1.2356 36.3731 − 75.2173