Multivariate flood frequency analysis, involving flood peak flow, volume and duration, has been traditionally accomplished by employing available functional bivariate and multivariate frequency distributions that have a restriction on the marginals to be from the same family of distributions. The copula concept overcomes this restriction by allowing a combination of arbitrarily chosen marginal types. It also provides a wider choice of admissible dependence structure as compared to the conventional approach. The availability of a vast variety of copula types makes the selection of an appropriate copula family for different hydrological applications a non-trivial task. Graphical and analytic goodness-of-fit tests for testing the suitability of copulas are beginning to evolve and are being developed; there is limited experience of their usage at present, especially in the hydrological field. This paper provides a step-wise procedure for copula selection and illustrates its application to bivariate flood frequency analysis, involving flood peak flow and volume data. Several graphical procedures, tail dependence characteristics, and formal goodness-of-fit tests involving a parametric bootstrap-based technique are considered while investigating the relative applicability of six copula families. The Clayton copula has been identified as a valid model for the particular flood peak flow and volume data set considered in the study.
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Research Article|
April 01 2011
Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data
Hemant Chowdhary;
1Department of Civil and Environmental Engineering, Louisiana State University, Baton Rouge, Louisiana, USA
E-mail: [email protected]
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Luis A. Escobar;
Luis A. Escobar
2Department of Experimental Statistics, Louisiana State University, Baton Rouge, Louisiana, USA
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Vijay P. Singh
Vijay P. Singh
3Department of Biological and Agricultural Engineering & Department of Civil & Environmental Engineering, Texas A & M University, College Station, Texas, USA
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Hydrology Research (2011) 42 (2-3): 193–216.
Article history
Received:
May 31 2009
Accepted:
January 05 2010
Citation
Hemant Chowdhary, Luis A. Escobar, Vijay P. Singh; Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data. Hydrology Research 1 April 2011; 42 (2-3): 193–216. doi: https://doi.org/10.2166/nh.2011.065
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