TECHNICAL PAPERS
Mar 1, 2006

Bivariate Flood Frequency Analysis Using the Copula Method

This article has a reply.
VIEW THE REPLY
This article has a reply.
VIEW THE REPLY
Publication: Journal of Hydrologic Engineering
Volume 11, Issue 2

Abstract

Using the copula method, bivariate distributions of flood peak and volume, and flood volume and duration were derived. A major advantage of this method is that marginal distributions of individual variables (i.e., flood peak, volume, and duration) can be of any form and the variables can be correlated. The copula method was applied to obtain the conditional return periods that are needed for hydrologic design. The derived distributions were tested using flood data from Amite River at Denham Springs, La., and the Ashuapmushuan River at Saguenay, Quebec, Canada. The derived distributions were also compared with the Gumbel mixed and the bivariate Box–Cox transformed normal distributions. The copula-based distributions were found to be in better agreement with plotting position-based frequency estimates than were other distributions.

Get full access to this article

View all available purchase options and get full access to this article.

References

Adamowski, K. (1985). “Nonparametric kernel estimation of flood frequencies.” Water Resour. Res., 21(11), 1585–1590.
Akaike, H. (1974). “A new look at the statistical model identification.” IEEE Trans. Autom. Control, AC-19(6), 716–722.
Ashkar, F., and Rousselle, J. (1982). “A multivariate statistical analysis of flood magnitude, duration and volume.” Statistical analysis of rainfall and runoff, V. P. Singh, ed., Water Resource publication, Fort Collins, Colo., 659–669.
Correia, F. N. (1987). “Multivariate partial duration series in flood risk analysis.” Hydrologic frequency modeling, V. P. Singh, ed., Reidel, Dordrecht, The Netherlands, 541–554.
Cunnane, C. (1978). “Unbiased plotting positions—A review.” J. Hydrol., 37(3), 205–222.
Cunnane, C. (1987). “Review of statistical models for flood frequency estiamtion.” Hydrologic frequency modeling, V. P. Singh, ed., Reidel, Dordrecht, The Netherlands, 49–95.
Genest, C., and MacKay, L. (1986). “The joy of copulas: bivariate distributions with uniform marginals.” Am. Stat., 40, 280–283.
Genest, C., and Rivest, L. (1993). “Statistical inference procedures for bivariate Archimedean copulas.” J. Am. Stat. Assoc., 88, 1034–1043.
Goel, N. K., Seth, S. M., and Chandra, S. (1998). “Multivariate modeling of flood flows.” J. Hydraul. Eng., 124(2), 146–155.
Gringorten, I. I. (1963). “A plotting rule of extreme probability paper.” J. Geophys. Res., 68(3), 813–814.
Gumbel, E. J., and Mustafi, C. K. (1967). “Some analytical properties of bivariate extreme distributions.” J. Am. Stat. Assoc., 62, 569–588.
Kite, G. W. (1978). Frequency and risk analysis in hydrology, Water resource publications, Fort Collins, Colo.
Krstanovic, P. F., and Singh, V. P. (1987). “A multivariate stochastic flood analysis using entropy.” Hydrologic frequency modeling, V. P. Singh, ed., Reidel, Dordrecht, The Netherlands, 515–539.
Nelsen, R. B. (1999). An introduction to copulas, Springer, New York.
Rao, A. R., and Hamed, K. H. (2000). Flood frequency analysis, CRC, Boca Raton, Fla.
Sackl, B., and Bergmann, H. (1987). “A bivariate flood model and its application.” Hydrologic frequency modeling, V. P. Singh, ed., Dreidel, Dordrecht, The Netherlands, 571–582.
Singh, K., and Singh, V. P. (1991). “Derivation of bivariate probability density functions with exponential marginals.” Stochastic Hydrol. Hydr., 5, 55–68.
Sklar, A. (1959). “Fonctions de repartition à n dimensions et leurs marges.” Publ. Inst. Stat. Univ. Paris, 8, 229–231.
U.S. Water Resources Council. (1981). “Guidelines for determining flood flow frequency.” Bulletin 17B (revised), Hydrology Committee, Washington, D.C.
Yue, S. (2001a). “A bivariate extreme value distribution applied to flood frequency analysis.” Nord. Hydrol., 32(1), 49–64.
Yue, S. (2001b). “The bivariate lognormal distribution to model a multivariate flood episode.” Hydrolog. Process., 14, 2575–2588.
Yue, S., Ouarda, T. B. M. J., Bobée, B., Legendre, P., and Bruneau, P. (1999). “The gumbel mixed model for flood frequency analysis.” J. Hydrol., 226, 88–100.

Information & Authors

Information

Published In

Go to Journal of Hydrologic Engineering
Journal of Hydrologic Engineering
Volume 11Issue 2March 2006
Pages: 150 - 164

History

Received: May 6, 2003
Accepted: Jul 15, 2005
Published online: Mar 1, 2006
Published in print: Mar 2006

Permissions

Request permissions for this article.

Authors

Affiliations

L. Zhang
Dept. of Civil and Environmental Engineering, Louisiana State Univ., Baton Rouge, LA 70803-6405.
V. P. Singh, F.ASCE [email protected]
Professor, Dept. of Civil and Environmental Engineering, Louisiana State Univ., Baton Rouge, LA 70803-6405 (corresponding author). E-mail: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share