2021
DOI: 10.1002/joc.7493
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Quantifying uncertainty in multivariate quantile estimation of hydrometeorological extremes via copula: A comparison between bootstrapping and Markov chain Monte Carlo

Abstract: The performance of uncertainty estimation methods, namely bootstrapping and Markov chain Monte Carlo (MCMC), in univariate frequency analysis of hydrometeorological extremes has been well tested in the literature. However, the two methods have not been thoroughly compared for multivariate frequency analysis of such events. In this study, we compare the performance of bootstrapping and MCMC in estimating the uncertainty of bivariate quantiles of extremes as defined by the return period quantiles of hydrologic d… Show more

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Cited by 3 publications
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References 63 publications
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