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LSU Doctoral Dissertations

Archimedean copula

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Full-Text Articles in Civil and Environmental Engineering

Copula-Based Multivariate Hydrologic Frequency Analysis, Hemant Chowdhary Jan 2009

Copula-Based Multivariate Hydrologic Frequency Analysis, Hemant Chowdhary

LSU Doctoral Dissertations

Multivariate frequency distributions are being increasingly recognized for their role in hydrological design and risk management. The conventional multivariate distributions are severely limited in that all constituent marginals have to be from the same distribution family. The copula method is a newly emerging approach for deriving multivariate distributions which overcomes this limitation. Use of copula method in hydrological applications has begun only recently and ascertaining the applicability of different copulas for combinations of various hydrological variables is currently an area of active research. Since there exists a variety of copulas capable of characterizing a broad range of dependence, the selection …


Multivariate Hydrological Frequency Analysis And Risk Mapping, Lan Zhang Jan 2005

Multivariate Hydrological Frequency Analysis And Risk Mapping, Lan Zhang

LSU Doctoral Dissertations

In hydrological frequency analysis, it is difficult to apply standard statistical methods to derive multivariate probability distributions of the characteristics of hydrologic or hydraulic variables except under the following restrictive assumptions: (1) variables are assumed independent, (2) variables are assumed to have the same marginal distributions, and (3) variables are assumed to follow or are transformed to normal distribution. Relaxing these assumptions when deriving multivariate distributions of the characteristics of correlated hydrologic and hydraulic variables. The copula methodology is applied to perform multivariate frequency analysis of rainfall, flood, low-flow, water quality, and channel flow, using data from the Amite river …