Asymmetric copula in multivariate flood frequency analysis

作者: Salvatore Grimaldi , Francesco Serinaldi

DOI: 10.1016/J.ADVWATRES.2005.09.005

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摘要: Abstract The univariate flood frequency analysis is widely used in hydrological studies. Often only peak or volume statistically analyzed. For a more complete the three main characteristics of event i.e. peak, and duration are required. To fully understand these variables their relationships, multivariate statistical approach necessary. aim this paper to define trivariate probability density cumulative distribution functions. When joint known, it possible bivariate conditioned on discharge. Consequently volume–duration pairs, linked values, become available. authors build using nested asymmetric Archimedean copula They describe properties class perform extensive simulations highlight differences with well-known symmetric copulas. apply distributions observed data compare results those obtained built standard Gumbel Logistic model.

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