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A bivariate meta-Gaussian density for use in hydrology

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Abstract

Convenient bivariate densities found in the literature are often unsuitable for modeling hydrologic variates. They either constrain the range of association between variates, or fix the form of the marginal distributions. The bivariate meta-Gaussian density is constructed by embedding the normal quantile transform of each variate into the Gaussian law. The density can represent a full range of association between variates and admits arbitrarily specified marginal distributions. Modeling and estimation can be decomposed into i) independent analyses of the marginal distributions, and ii) investigation of the dependence structure. Both statistical and judgmental estimation procedures are possible. Some comparisons to recent applications of bivariate densities in the hydrologic literature motivate and illustrate the model.

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Kelly, K.S., Krzysztofowicz, R. A bivariate meta-Gaussian density for use in hydrology. Stochastic Hydrol Hydraul 11, 17–31 (1997). https://doi.org/10.1007/BF02428423

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