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Multivariate L-moment homogeneity test

Chebana, Fateh; Ouarda, Taha B. M. J. (2007). Multivariate L-moment homogeneity test Water Resources Research , vol. 43 , nº 8. W08406. DOI: 10.1029/2006WR005639.

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Résumé

Several types of hydrological events are described with multivariate characteristics (droughts, floods, rain storms, etc.). When carrying out a multivariate regional frequency analysis for these events it is important to jointly consider all these characteristics. The aim of this paper is to extend the statistical homogeneity test of Hosking and Wallis (1993) to the multivariate case. As a tool, multivariate L-moments are used to define the statistics and general copula models to describe the statistical behaviour of dependent variables. The usefulness of the methodology is illustrated on flood events. Monte-Carlo simulations are also performed for a bivariate Gumbel logistic model with GEV marginal distributions. Results illustrate the power of the proposed multivariate L-moment homogeneity test to detect heterogeneity on the whole structure of the model and on the marginal distributions. In a bivariate flood setting, a comparison is carried out with the classical homogeneity test of Hosking and Wallis based on several types of regions.

Type de document:
Informations complémentaires: Date préprint: april 2007 Date périodique: août 2007
Mots-clés libres: copule; inondation; modèle logistique Gumbel; test d'homogénéité; L-moments; multivariée L16 moments
Centre: Centre Eau Terre Environnement
Date de dépôt: 09 juill. 2014 20:39
Dernière modification: 11 janv. 2017 16:19
URI: http://espace.inrs.ca/id/eprint/2281

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