Journal
ENVIRONMETRICS
Volume 19, Issue 3, Pages 251-269Publisher
WILEY
DOI: 10.1002/env.869
Keywords
Archimedean; Archimax; extreme value; tail dependence; Kendall's tau; bootstrap; model averaging; seismic gap hypothesis
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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. Application to a real data set is provided. Copyright (c) 2007 John Wiley & Sons, Ltd.
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