Gontara, Emna et Chebana, Fateh 
ORCID: https://orcid.org/0000-0002-3329-8179
(2026).
Multivariate hydrological risk under heterogeneous conditions.
Journal of Hydrology
, vol. 665
.
p. 134588.
DOI: 10.1016/j.jhydrol.2025.134588.
Résumé
In a hydrological context characterized by anthropogenic pressures and climatic disturbances, floods frequently potentially exhibit heterogeneity. On the other hand, floods as other hydrological events are described with different variables in a multivariate framework. Heterogeneity results in particular as change points (CPs) in marginal distributions and/or the dependence between variables. Such CPs pose challenges to the traditional homogeneity hypothesis usually assumed in multivariate quantile estimation. Therefore, incorporating these CPs into the modelling process is crucial for accurately representing the joint behaviour of hydrological variables and avoiding erroneous risk estimates. This article proposes the estimation of multivariate quantile curves (MQCs) through the direct integration of CPs using mixture models for margins and copulas, combined with an evaluation of their behaviour within this framework. To this end, twelve theoretical cases are analyzed to examine the influence of CPs on the shape and position of MQC. The findings indicate that marginal CPs displace the curve, whereas CPs in the dependence structure alter its shape. The combination of these effects results in an amplification of their impact. Subsequently, this methodology is applied to three real hydrometric stations in Canada. Statistical tests are employed to identify CPs, followed by model selection and quantile estimation. The results demonstrate that neglecting CPs can distort the assessment of joint risk. This work offers an operational framework for representing heterogeneity in multivariate frequency analysis.
| Type de document: | Article |
|---|---|
| Mots-clés libres: | risk assessment; multivariate quantiles; heterogeneity; floods; mixture modelling; change-points; dependence |
| Centre: | Centre Eau Terre Environnement |
| Date de dépôt: | 07 avr. 2026 19:08 |
| Dernière modification: | 07 avr. 2026 19:08 |
| URI: | https://espace.inrs.ca/id/eprint/16825 |
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