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

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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.
Original languageEnglish
Pages (from-to)251-269
Number of pages19
JournalEnvironmetrics
Volume19
Issue number3
DOIs
Publication statusPublished - May 2008

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