摘要
将极值统计理论与相关结构Copula相结合,分析了泥石流沟6个地貌要素之流域面积与流域高差的相关性.计算了其Kendall相关系数τ,Spearman相关系数ρ和尾部相关性度量χ.进一步,为了更全面阐述这两个变量的极值相关结构,建立了一个二元超阈值模型,给出分布的尾部估计和参数估计结果,最后对所得研究结果进行了实证分析,具体给出泥石流地貌要素的相关性分析.
Combining the theory of Copula to statistics of extremes,we study the dependence between drainage area and drainage height difference of the six relief factors of debris flow.We calculate the correlation coefficient Kendallτ,Spearmanρand the tail association measureχ.Moreover,in order to describe the extreme dependent structure about these two relief factors comprehensively,we build a bivariate exceedance model,give the tail distribution and the parameter estimation methods.In the last, as examples we analy...
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2009年第2期180-185,共6页
Systems Engineering-Theory & Practice
