Multivariate hydrological frequency analysis using copulas

By Anne-Catherine Favre, S. El Adlouni, L. Perreault, Nathalie Thiémonge, Bernard Bobée. 2004

679 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/175559689ab7f9fc7434ba3f4b1db3dcb0a4ad59

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Citations in the corpus

Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (2010, methodology): “Meta-elliptical copulas which are derived from elliptical distributions were originally proposed by Fang and Fang (2002) .”
A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016, background): “Specifically, in hydrology, examples are the joint occurrence of flood discharge at river confluences [Raynal and Salas, 1987; Favre et al., 2004; Wang et al., 2009; Bender et al., 2013], the superposition of river flooding and storm surges at coasts [Kew et al., 2013], or the important role of…”
An application of Bayesian analysis and Markov chain Monte Carlo methods to the estimation of a regional trend in annual maxima (2006, methodology): “Moreover, this example also emphasizes the importance of monitoring convergence of the chain, preferably by several methods, as suggested by El Adlouni et al. [2006] .”
A comparative copula‐based bivariate frequency analysis of observed and simulated storm events: A case study on Bartlett‐Lewis modeled rainfall (2011, background): “Pioneering work in copula‐based bivariate frequency analysis are the studies of De Michele and Salvadori [2003] and Favre et al. [2004] , followed by several other contributions [e.g., De Michele et al., 2005; Genest and Favre, 2007; Kao and Govindaraju, 2007; Zhang and Singh, 2007a].”
Copulas and Its Application in Hydrology and Water Resources (2018, methodology): “Favre et al. (2004) used 2-copula to describe the dependence between flow peak and volume.”
Modeling the spatial dependence of floods using the Fisher copula (2019, methodology): “Guidelines for using copulas in a hydrological and natural hazard context are provided in Favre et al. (2004), Salvadori and De Michele (2004), Salvadori et al. (2014), Salvadori et al. (2015) and Salvadori et al. (2016) We tested ﬁve different types of copulas, which all allow for modeling in high…”
Copula-based statistical refinement of precipitation in RCM simulations over complex terrain (2011, methodology): “Favre et al.(2004) utilized Copulas for multivariate hydrological frequency analysis.”
Bivariate Flood Frequency Analysis of Upper Godavari River Flows Using Archimedean Copulas (2012, background): “In recent times, the use of copulas have become popular for multivariate analysis in various fields, viz., in financial studies (Frees and Valdez 1998; Cherubini et al. 2004), in hydrology and water resources for rainfall analysis (De Michele and Salvadori 2003; Shiau et al. 2006), for flood flow…”