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

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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.

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Acknowledgments

The research was financially supported by National Natural Science Foundation of China (grant nos. 41071020 and 50839005), Guangdong Science and Technology Project (grant nos. 2010B050800001 and 2010B050300010), the Program for Outstanding Young Teachers of the Sun Yat-sen University (grant no. 1132381), and by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project no. CUHK405308). Cordial gratitude should be extended to the editor-in-chief, Prof. Dr. Hartmut Grassl, and two anonymous reviewers for their invaluable comments which greatly helped to improve the quality of this paper.

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Correspondence to Qiang Zhang.

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Zhang, Q., Li, J. & Singh, V.P. Application of Archimedean copulas in the analysis of the precipitation extremes: effects of precipitation changes. Theor Appl Climatol 107, 255–264 (2012). https://doi.org/10.1007/s00704-011-0476-y

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  • DOI: https://doi.org/10.1007/s00704-011-0476-y

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