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Multivariate hydrological frequency analysis using copulas

Open access
Favre, Anne‐Catherine, El Adlouni, Salaheddine, Perreault, Luc, Thiémonge, Nathalie, Bobée, Bernard·2004·Water Resources Research

Abstract

This article presents the modeling of multivariate extreme values using copulas. Our approach allows us to model the dependence structure independently of the marginal distributions, which is not possible with standard classical methods. The methodology has been applied on two different problems in hydrology. The first application is concerned with the combined risk in the framework of frequency analysis. Four copulas have been tested on peak flows from the watershed of Peribonka in Québec, Canada. The second application relates to the joint modeling of peak flows and volumes. Three copulas have been applied to the watershed of the Rimouski River in Québec, Canada. This approach using copulas is promising since it allows us to take into account a wide range of correlation which can happen in hydrology.

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Crossref · 10.1029/2003wr002456

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Metadata

Authors
Favre, A., El Adlouni, S., Perreault, L., Thiémonge, N., & Bobée, B.
Venue
Water Resources Research
Published
2004-01
Volume
40
Issue
1
ISSN
  • 0043-1397 (ISSN-L)
  • 1944-7973
OpenAlex
W1624356652
Cited by
696
References
36
FWCI
18.86
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Multivariate hydrological frequency analysis using copulas. https://app.cochat.ai/papers/10.1029/2003wr002456
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Favre, A., El Adlouni, S., Perreault, L., Thiémonge, N., & Bobée, B. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research. https://doi.org/10.1029/2003wr002456

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.