Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited

Nikoloulopoulos, Aristidis K and Karlis, D (2008) Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited. Environmetrics, 19 (3). pp. 251-269. ISSN 1099-095X

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Abstract

The seismic gap hypothesis assumes that the intensity of an earthquake and the time elapsed from the previous one are positively related. Previous works on this topic were based on particular assumptions for the joint distribution implying specific type of dependence. We investigate this hypothesis using copulas. Copulas are flexible for modelling the dependence structure far from assuming simple linear correlation structures and, thus, allow for better examination of this controversial aspect of geophysical research. In fact, via copulas, marginal properties and dependence structure can be separated. We propose a model averaging approach in order to allow for model uncertainty and diminish the effect of the choice of a particular copula. This enlarges the range of potential dependence structures that can be investigated.

Item Type: Article
Faculty \ School: Faculty of Science > School of Computing Sciences
Related URLs:
Depositing User: Vishal Gautam
Date Deposited: 11 Mar 2011 16:28
Last Modified: 20 Nov 2018 15:30
URI: https://ueaeprints.uea.ac.uk/id/eprint/22929
DOI: 10.1002/env.869

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