Multivariate hydrological frequency analysis using copulas -: art. no. W01101
Multivariate hydrological frequency analysis using copulas -: art. no. W01101
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DOI：
10.1029/2003wr002456
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发表时间：
2004-01-08
影响因子：
5.4
通讯作者：
Bobée, B
中科院分区：
文献类型：
--
作者：
Favre, AC;El Adlouni, S;Bobée, B
[1] 本文介绍了使用连接函数（copulas）对多元极值进行建模。我们的方法使我们能够独立于边缘分布对相依结构进行建模，这是标准经典方法无法做到的。该方法已应用于水文学中的两个不同问题。第一个应用涉及频率分析框架下的组合风险。在加拿大魁北克省佩里邦卡（Peribonka）流域的洪峰流量上对四种连接函数进行了测试。第二个应用涉及洪峰流量和径流量的联合建模。在加拿大魁北克省里穆斯基河（Rimouski River）流域应用了三种连接函数。这种使用连接函数的方法很有前景，因为它使我们能够考虑到水文学中可能出现的各种相关性。
[1] This article presents the modeling of multivariate extreme values using copulas. Our approach allows us to model the dependence structure independently of the marginal distributions, which is not possible with standard classical methods. The methodology has been applied on two different problems in hydrology. The first application is concerned with the combined risk in the framework of frequency analysis. Four copulas have been tested on peak flows from the watershed of Peribonka in Quebec, Canada. The second application relates to the joint modeling of peak flows and volumes. Three copulas have been applied to the watershed of the Rimouski River in Quebec, Canada. This approach using copulas is promising since it allows us to take into account a wide range of correlation which can happen in hydrology.