Journal
ADVANCES IN WATER RESOURCES
Volume 30, Issue 4, Pages 897-912Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.advwatres.2006.08.001
Keywords
multivariate analysis; extreme value analysis; extremes dependence; copula; field significance; regional frequency analysis; QdF models; design hydrographs; asymptotic properties; risk assessment
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Risk assessment requires a description of the probabilistic properties of hydrological variables. In a number of cases, this description is made on a single variable, whereas most hydrological events are intrinsically multivariate. In this context, copulas have recently received attention in order to derive a multivariate frequency analysis. After a reminder of the general results in the field of multivariate extreme value theory.. the paper gives a description of a very simple copula, the Gaussian copula. Four case studies demonstrate its usefulness in the contexts of field significance determination, regional risk analysis, discharge-duration-frequency (QdF) models with design hydrograph derivation and regional frequency analysis. The limitations and potential errors related to this statistical toot are also highlighted. (c) 2006 Elsevier Ltd. All rights reserved.
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