Application of Archimedean copulas in the analysis of the precipitation extremes: effects of precipitation changes

Qiang Zhang*, Jianfeng Li, Vijay P. Singh

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Due to the influence of changing environment and intensifying human activities, hydrometeorological changes are becoming common. This study derives a bivariate joint distribution of total precipitation and precipitation days with daily precipitation exceeding the 75th percentile and falling below the 25th percentile. Chang points in the precipitation series are detected with more than one statistical method. Results indicate that (1) for P75 and D75, Kendal’s τ does not change significantly even when the existence of change points is taken into account. The selection of a copula is greatly impacted by the existence of a change point; (2) for P25 and D25, τ varies much, while the precipitation variations have no evident effects on the selection of a copula. Therefore, a copula should be selected after the detection of change points to avoid possible bias in results or conclusions. This study is of some merits in terms of risk evaluation based on copula-based probability analysis with available change points.
Original languageEnglish
Pages (from-to)255–264
Number of pages10
JournalTheoretical and Applied Climatology
Volume107
Issue number1-2
Early online date6 Jul 2011
DOIs
Publication statusPublished - Jan 2012

User-Defined Keywords

  • Change Point
  • Precipitation Change
  • Copula Function
  • Archimedean Copula
  • Clayton Copula

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