Hello everyone. Does anyone know why the trivariate copula has negative values when calculating the 'and' return period?

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David Eugene Booth

Take a look at this paper it may help you. Best wishes, David Booth

Rajarshi Datta

Generally, it should not give a negative return period. You are getting a negative return period means there might be some discrepancy regarding the estimation of the parameters of the trivariate copula. You can look at this paper for details regarding the computation of trivariate copula parameters and trivariate joint return period for both 'AND' and 'OR' conditions: Article Trivariate frequency analysis of droughts using copulas unde...