Frequency analysis via copulas: Theoretical aspects and applications to hydrological events

Water Resources Research - Tập 40 Số 12 - 2004
Gianfausto Salvadori1, Carlo De Michele2
1Dipartimento di Matematica, Università di Lecce, Lecce, Italy
2DIIAR (Sezione Idraulica) Politecnico di Milano Milano Italy

Tóm tắt

In this paper we provide a general theoretical framework exploiting copulas for studying the return periods of hydrological events; in particular, we consider events depending upon the joint behavior of two nonindependent random variables, an approach which can easily be generalized to the multivariate case. We show that using copulas may greatly simplify the calculations and may even yield analytical expressions for the isolines of the return periods, both in the unconditional and in the conditional case. In addition, we show how a new probability distribution may be associated with the return period of specific events and introduce the definitions of sub‐, super‐, and critical events as well as those of primary and secondary return periods. An illustration of the techniques proposed is provided by analyzing some case studies already examined in literature.

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Water Resources Research

Tập 40 Số 12

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