Asymmetric copula in multivariate flood frequency analysis

Abstract The univariate flood frequency analysis is widely used in hydrological studies. Often only flood peak or flood volume is statistically analyzed. For a more complete analysis the three main characteristics of a flood event i.e. peak, volume and duration are required. To fully understand these variables and their relationships, a multivariate statistical approach is necessary. The main aim of this paper is to define the trivariate probability density and cumulative distribution functions. When the joint distribution is known, it is possible to define the bivariate distribution of volume and duration conditioned on the peak discharge. Consequently volume–duration pairs, statistically linked to peak values, become available. The authors build trivariate joint distribution of flood event variables using the fully nested or asymmetric Archimedean copula functions. They describe properties of this copula class and perform extensive simulations to highlight differences with the well-known symmetric Archimedean copulas. They apply asymmetric distributions to observed flood data and compare the results those obtained using distributions built with symmetric copula and the standard Gumbel Logistic model.

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