Multivariate Joint Probability Function of Earthquake Ground Motion Prediction Equations Based on Vine Copula Approach
Table 2
Five-dimensional D-vine copula restricted with pair t copula.
Copula
Family
Par. 1 (ρ)
Par. 2 (υ)
Kendall’s
T
0.8819
5.5335
0.5505
0.5505
0.6875
(0.0940)
(0.8112)
T
0.4488
16.4769
0.0192
0.0192
0.2963
(0.0197)
(6.9061)
T
0.7776
30.0000
0.0579
0.0579
0.5671
(0.0079)
(12.2744)
T
0.8082
22.9407
0.1242
0.1242
0.5992
(0.0547)
(14.2751)
T
−0.0568
16.3974
0.0004
0.0004
−0.0362
(0.0274)
(6.8677)
T
−0.1824
30.0000
0.0000
0.0000
−0.1167
(0.1497)
(12.9389)
T
−0.1272
30.0000
0.0000
0.0000
−0.0812
(0.2539)
(11.9427)
T
−0.1135
30.0000
0.0000
0.0000
−0.0724
(0.6598)
(11.2320)
T
−0.1469
30.0000
0.0000
0.0000
−0.0938
(0.6181)
(13.0847)
T
−0.0504
30.0000
−0.0362
(0.0262)
(15.6792)
The subscripts 1, 2, 3, 4, and 5 denote PSAs at 0.1, 0.2, 1, 2, and 4 sec, respectively. T denotes the pair t copula. Statistical significance at the 10% level; statistical significance at the 5% level; statistical significance at the 1% level.
