Advances in the Statistical Sciences: Stochastic Hydrology: Volume IV Festschrift in Honor of Professor V. M. Joshi’s 70th Birthday

237 Pages·1986·6.925 MB·English

by  David K. Pickard, E. M. Tory (auth.), Ian B. MacNeill, Gary J. Umphrey, A. Ian McLeod (eds.)

STOCHASTIC HYDROLOGY
THE UNIVERSITY OF WESTERN ONT ARIO
SERIES IN PHILOSOPHY OF SCIENCE
A SERIES OF BOOKS
IN PHILOSOPHY OF SCIENCE, METHODOLOGY,
EPISTEMOLOGY, LOGIC, HISTORY OF SCIENCE
AND RELA TED FIELDS
Managing Editor
ROBERT E. BUTTS
Dept. of Philosophy, University of Western Ontario, Canada
Editorial Board
JEFFREY BUB, University of Western Ontario
L. JONATHAN COHEN, Queen's College, Oxford
WILLIAM DEMOPOULOS, University of Western Ontario
WILLIAM HARPER, University of Western Ontario
JAAKKO HINTIKKA, Florida State University, Tallahassee
CLIFFORD A. HOOKER, University of Newcastle
HENRY E. KYBURG, JR., University of Rochester
AUSONIO MARRAS, University of Western Ontario
JURGEN MITTELSTRASS, Universitiit Konstanz
JOHN M. NICHOLAS, University of Western Ontario
GLENN A. PEARCE, University of Western Ontario
BAS C. VAN FRAASSEN, Princeton University
VOLUME 37
ADVANCES IN THE STATISTICAL SCIENCES
Festschrift in Honor ofP rofessor V. M. Joshi's 70th Birthday
VOLUME IV
STOCHASTIC
HYDROLOGY
Edited by
lAN B. MacNEILL and GARY J. UMPHREY
Department of Statistical and Actuarial Sciences,
The University of Western Ontario
Associate editor:
A. lAN McLEOD
Department of Statistical and Actuarial Sciences,
The University of Western Ontario
D. REIDEL PUBLISHING COMPANY
A MEMBER OF THE KLUWER ACADEMIC PUBLlSHERS GROUP
DORDRECHTj BOSTON j LANCASTER j TOKYO
Library of Congress Cataloging in Publication Data
Stochastic hydrology.
(Advances in the statistica! sciences; v. 4)
(The University of Western Ontario series in philosophy of science; v. 37)
1. Hydrology-Statistical methods. 2. Stochastic processes. 1.
MacNeill, lan B., 1931- . II. Umphrey, Gary J., 1953- . III.
Series. IV. Series: University of Western Ontario series in philosophy
of science; v. 37.
QA276.AIA39 voI. 4 519.5 s 86-29674
[GB656.2.S7] [551.48'072]
ISBN-13:978-94-010-8625-7 e-ISBN-13:978-94-009-4792-4
DOI: 10.1007/978-94-009-4792-4
Published by D. Reidel Publishing Company,
P.O. Box 17, 3300 AA Dordrecht, Holland.
Sold and distributed in the U.S.A. and Canada
by Kluwer Academic Publishers,
101 Philip Drive, Assinippi Park, Norwell, MA 02061, U.S.A.
In ali other countries, sold and distributed
by Kluwer Academic Publishers Group,
P.O. Box 322, 3300 AH Dordrecht, Holland.
Ali Rights Reserved
© 1987 by D. Reidel Publishing Company, Dordrecht, Holland
Softcover reprint of the hardcover Ist edition 1987
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical
including photocopying, recording or by any information storage and
retrieval system, without written permis sion from the copyright owner
TABLE OF CONTENTS
Contents of the Other Volumes of the Joshi Festschrift . vii
Preface xiii
Introducticn to Volume IV xv
DAVID K. PICKARD AND E. M. TORY
A Markov Model for Sedimentation:
Fundamental Issues and Insights ......... 1
F. CAMACHO, A. I. McLEOD AND K. W. HIPEL
The Use and Abuse of Multivariate Time Series
Models in Hydrology ....... . . . . . 27
N. R. DALEZIOS, P. A. TYRASKIS AND B. G. LATHAM
Autoregressive Empirical Modelling of Multiple
, Precipitation Time Series . . . . . . . . . . . . 45
R. M. THOMPSTONE, K. W. HIPEL AND A. I. McLEOD
Simulation of Monthly Hydrological Time Series 57
J. P. CHANUT, M. I. EL-SABH, M. MARCHETERRE AND
R. ROY
A Stochastic Modelling of Tidal Current Measurements 73
T. E. UNNY
Solutions to Nonlinear Stochastic Differential
Equations in Catchment Modelling . 87
SERGIO E. SERRANO AND T. E. UNNY
Stochastic Partial Differential Equations in Hydrology ... 113
vi TABLE OF CONTENTS
BYRON A. BODO AND T. E. UNNY
On the Outputs of the Stochasticized Nash-Dooge
Linear Reservoir Cascade . . . . . . . . . . . . . . 131
S. YAKOWITZ AND M. KARLSSON
Nearest Neighbor Methods for Time Series, with
Application to Rainfall/Runoff Prediction. ...... 149
CHARLES LABATIUK AND KAZ ADAMOWSKI
Application of Nonparametric Density Estimation to
Computation of Flood Magnitude/Frequency . . . . 161
M. A. STEPHENS
Tests for the Extreme-Value and Weibull Distributions:
Some Recent Developments . . . 181
JERSON KELMAN
Statistical Approach to Floods . . . . . . . . . . . . . . 193
CONTENTS OF THE OTHER VOLUMES
OF THE JOSm FESTSCHRIFT
VOLUME 1
Applied Probabilit,l, Stochastic Processes,
and Sampling Theorll
W. J. ANDERSON / Probabilistic Models of the Photographic Process
D. BINDER, J. KOVAR, S. KUMAR, D. PATON &; A. VAN BAAREN /
Analytic Uses of Survey Data: A Review
M. BLAIS / Transience in a Queueing System with a Finite Number of
Locally Interacting Servers
D. R. BRILLINGER / Fitting Cosines: Some Procedures and Some Physical
Examples
A. CORNISH / V. M. Joshi and the Markov Oscillation Problem
A. F. DESMOND / An Application of Some Curve-Crossing Results for Sta
tionary Stochastic Processes to Stochastic Modelling of Metal Fatigue
R. FERLAND &; G. GIROUX / The Convergence of the Solution of a Boltz-
mann Type Equation Related to Quantum Mechanics
W. A. FULLER / Estimators of the Factor Model for Survey Data
J. GANI / Some Recent Work in Epidemie Models
M. GHOSH / On Admissibility and Uniform Admissibility in Finite Popu
lat ion Sampling
M. A. HIDIROGLOU &; D. G. PATON / Some Experiences in Comput
ing Estimates and Their Variances Using Data from Complex Survey
Designs
R. J. KULPERG ER / Central Limit Theorems for Cluster Point Processes
D. E. MATTHEWS, CH. E. MINDER &; 1. McMILLAN / A Stochastic
Model for the Effect of Incident Light Intensity on COz Uptake in Leaves
D. L. McLEISH &; C. G. SMALL / Likelihood Asymptotics for the Discrim
ination Problem
T. T. NGUYEN / On Frechet Bounds of Bivariate Distributions
vii
viii CONTENTS OF OTHER VOLUMES
B. L. S. PRAKASA RAO / Asymptotic Theory of Estimation in Nonlinear
Regression
C. M. RAMSAY / Strong Limit Theorems for Sums of Random Variables
Defined on a Finite Markov Chain
R. M. ROYALL / Overlooked Correlation in Finite Population Inference
A. R. SEN & P. K. SEN / Estimation of the Characteristics of Rare Animals
Based on Inverse Sampling at the Second Occasion
M. E. THOMPSON / Ideas from the Foundations of Sampling Applied to
the One-Way Layout
P. TODOROVIC / Limit Theorems Arising in Soil Erosion Modelling
S. L. WARNER / Identifying Rational Opinion-Formation with the Over
lapping Information Model
VOLUME II
Foundation8 of Stati8tical lnference
M. AKAHIRA & K. TAKEUCHI / On the Definition of Asymptotic Expec
tation
M. A. ALI / Missing Value Problems in Multiple Linear Regression with
Two Independent Variables
M. M. ALI / A Bound for the Tail Area of the t Distribution for Samples
from a Symmetrically Truncated Normal Population
C. R. BLYTH &J. V. BONDAR / A Neyman-Pearson-Wald ViewofFiducial
Probability
J. V. BONDAR / How Much Improvement Can a Shrinkage Estimator
Give?
A. P. DEMPSTER / Probability and the Future of Statistics
M. EVANS, D. A. S. FRASER & G. MONETTE / Statistical Principles and
Tangent Models
D. A. S. FRASER & H. MASSAM / An Algorithm for Concave Regression
V. P. GODAMBE / Data Based Choice of an Ancillary Statistic
1. GUTTMAN & M. S. SRIVASTAVA / Bayesian Method of Detecting
Change Point in Regression and Growth Curve Models
M. S. HAQ / On the Prediction of the Difference Between Responses from
Two Linear Models
CONTENTS OF OTHER VOLUMES ix
L. V. HEDGES & 1. OLKIN / Statistical Inference for the Overlap Hypoth
eSls
H. E. KYBURG, JR. / The Basic Bayesian Blunder
C.-1. C. LEE / Maximum Likelihood Estimates for Stochastically Ordered
Multinomial Populations with Fixed and Random Zeros
D. V. LINDLEY / Bernoulli Pairs with Invariant Reversals: An Example of
Partial Likelihood
S. NISHISATO / Robust Techniques for Quantifying Categorical Data
A. PLANTE / A Decision-Likelihood Solution to the Problem of Comparing
Two Simple Hypotheses
J. L. POLLOCK / Sketch of the Theory of Nomic Probability
S. B. PROVOST / Testing for the Nullity of the Multiple Correlation Coef
ficient with Incomplete Multivariate Data
A. K. Md. E. SALEH & P. K. SEN / On Shrinkage and Preliminary Test
M-Estimation in a Parallelism Problem
T. SEIDENFELD / Entropy and Uncertainty
B. SKYRMS / Dynamic Coherence
D. S. TRACY & K. G. JINADASA / On Ultrastructural Relationships Mod
els
VOLUME III
Time Series and Econometric Modelling
B. ABRAHAM / Outliers in Time Series
H. AKAIKE / Some Reflections on the Modelling of Time Series
L. A. AROIAN / Recent Results for Time Series in M Dimensions
E. B. DAGUM / Monthly versus Annual Revisions of Concurrent Seasonally
Adjusted Series
J .-M. DUFOUR / Linear Wald Methods for Inference on Covariances and
Weak Exogeneity Tests in Structural Equations
Q. P. DUONG / Model Selection and Forecasting: A Semi-Automatic Ap
proach
A. FEUERVERGER / On Some ECF Procedures for Testing Independence
C. W. J. GRANGER / Are Economic Variables Really Integrated of Order
One?
x CONTENTS OF OTHER VOLUMES
E. J. HANNAN / Approximation of Linear Systems
O. G. JENSEN & L. MANSINHA / Excitation of Geophysical Systems with
Fractal Flicker Noise
B. KEDEM / A Fast Graphical Goodness of Fit Test for Time Series Models
T. S. KHEOH & A. I. McLEOD / On the Efficiency of a Strongly Consistent
Estimator in ARMA Models
E. MAASOUMI / The Approximate Moments of the 3SLS Reduced Form
Estimator and a MELO Combination of OLS-3SLS for Prediction
T. A. PETERS / The Finite Sample Moments of OLS in Dynamic Models
When Disturbances are Small
P. C. B. PHILLIPS / Fractional Matrix Calculus and the Distribution of
Multivariate Tests
S. POWER / Asymptotic Properties of Single Equation Errors in Variables
Estimators in Rational Expectations Models
R. S. SINGH, A. ULLAH & R. A. L. CARTER / Nonparametric Inference
in Econometrics: New Applications
D. S. STOFFER & T. PANCHALINGAM / A Walsh-Fourier Approach to
the Analysis of Binary Time Series
B. C. SUTRADHAR, 1. B. MacNEILL & H. F. SAHRMANN / Time Se
ries Valued Experimental Designs: One-Way Analysis of Variance with
Autocorrelated Errors
T. TERĂsVIRTA / Smoothness in Regression: Asymptotic Considerations
H. TSURUMI / Use of the Mean Squared Errors of Forecasts in Testing for
Structural Shift: A Comparison with the Chow Test for an Undersized
Case
Y. VAN HUl & W. K. LI / Predicting Demands in a Multi-Item Environ
ment
M. R. VEALL / Bootstrapping and Forecast Uncertainty: AMonte CarIo
Analysis
H. D. VINOD / Confidence Intervals for Ridge Regression Parameters
V. ZINDE-WALSH & A. ULLAH / On Robustness of Tests of Linear Re
strictions in Regression Models with Elliptical Error Distributions