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Multivariate hydrological frequency analysis using copulas.


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Favre, Anne-Catherine, El Adlouni, Salah-Eddine, Perreault, Luc, Thiémonge, Nathalie et Bobée, Bernard (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research , vol. 40 , nº 1. W01101. DOI: 10.1029/2003WR002456.

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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 Québec, 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 Québec, 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.

Type de document: Article
Mots-clés libres: frequency analysis; extreme values; bivariate distribution; copulas
Centre: Centre Eau Terre Environnement
Date de dépôt: 28 nov. 2019 19:14
Dernière modification: 10 mai 2021 14:59
URI: https://espace.inrs.ca/id/eprint/9473

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