2011
DOI: 10.1007/s00477-011-0467-7
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Application of copula modelling to the performance assessment of reconstructed watersheds

Abstract: The existence of interdependence among environmental variables has been qualitatively known for centuries. Recent studies have shown that copula modelling can provide a simple, yet powerful framework for modelling interdependence among hydrological data; however, still there are several studies which use outdated and superficial methods to perform this task. By considering the current state of knowledge, this study tries to introduce a pragmatic procedure to perform copula modelling in real-world problems. Our… Show more

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Cited by 48 publications
(20 citation statements)
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“…Copulas have flexible structures in joining random variables (i.e., x i ) with different types of marginal distributions (i.e., u i ). This is a unique feature that has inspired several copula applications in hydrological studies [e.g., De Michele et al , ; Shiau , ; Li et al , ; Khedun et al , ; Madadgar and Moradkhani , ; Grimaldi et al , ; Salvadori et al , ; Salvadori et al , ; Nazemi and Elshorbagy , ]. Unlike copulas, other multivariate distributions such as Gaussian and Gamma distributions [ Kelly and Krzysztofowicz , ; Sharma , ; Yue et al , ] require all random variables coming from similar distributions.…”
Section: Methodsmentioning
confidence: 99%
“…Copulas have flexible structures in joining random variables (i.e., x i ) with different types of marginal distributions (i.e., u i ). This is a unique feature that has inspired several copula applications in hydrological studies [e.g., De Michele et al , ; Shiau , ; Li et al , ; Khedun et al , ; Madadgar and Moradkhani , ; Grimaldi et al , ; Salvadori et al , ; Salvadori et al , ; Nazemi and Elshorbagy , ]. Unlike copulas, other multivariate distributions such as Gaussian and Gamma distributions [ Kelly and Krzysztofowicz , ; Sharma , ; Yue et al , ] require all random variables coming from similar distributions.…”
Section: Methodsmentioning
confidence: 99%
“…In fact, traditional risk assessment methods that rely on only one variable may not accurately represent concurrent extremes and could lead to significant underestimation of the risk of extremes [ Gräler et al, ]. In recent years, multivariate copulas have been widely used for assessing the relationship between climate variables and extremes [ Serinaldi et al , ; Hao et al, ; Salvadori et al, ; AghaKouchak, ; Nazemi and Elshorbagy, ; Pan et al, ]. Multivariate copulas can be used for deriving probability occurrence and return period of dependent variables [ Grimaldi and Serinaldi, , ; Salvadori et al, ].…”
Section: Introductionmentioning
confidence: 99%
“…This is a valid approach, since it has been documented in the relevant literature, the latter techniques may cause severe under-estimation [24]. …”
Section: Methodsmentioning
confidence: 99%