Journal article
A factorial Bayesian copula framework for partitioning uncertainties in multivariate risk inference
Abstract
In this study, a factorial Bayesian copula (FBC) method is proposed to quantify parameter uncertainties in copula-based models and then reveal their impacts on hydrologic risk inferences within a multivariate context. In detail, Bayesian inference and factorial analysis are integrated into copula-based multivariate risk models to (1) quantify parameter uncertainties, (ii) reveal their individual and interactive effects, and (iii) identify their …
Authors
Fan Y; Huang K; Huang GH; Li YP
Journal
Environmental Research, Vol. 183, ,
Publisher
Elsevier
Publication Date
April 2020
DOI
10.1016/j.envres.2020.109215
ISSN
0013-9351