摘要
介绍了Copula联结函数的定义、属性和构造方法.在应用实例中,针对位于同一河流上下游的两个水文站点采用Copula联结函数建立起两个站点的年最大洪水联合分布函数.结果表明,Copula联结函数能够比较好的模拟这两个站点的年最大洪水联合分布概率.由于Copula联结函数可以采用各种各样的边际函数来推求联合分布函数,具有灵活性和应用范围广等特点,因此在多变量水文频率分析中具有广泛的应用前景.
The definition, the properties and the construction methods of copulas are introduced. An application example of copula as the joint distribution function for the annual maximum floods on the two neighboring hydrological stations, which are located at the same river, is established using the bivariate Clayton-type copula. The results show that the copula-constructed joint distribution function can well fit the observed data. Considering that copulas can be constructed on the basis of a variety of marginal distribution functions, which are very flexible for a wide range of applications, it is recommended to be employed in the multivariate hydrological frequency analysis.
出处
《武汉大学学报（工学版）》
CAS
CSCD
北大核心
2005年第6期16-19,共4页
Engineering Journal of Wuhan University
基金
国家自然科学基金(50409008)
国家重大基础研究前期研究专项(2003CCA00200)
湖北省青年杰出人才基金项目(2003ABB016)资助
关键词
联结函数
水文频率分析
多变量联合分布
年最大洪水
copula
hydrological frequency analysis
multivariate joint distribution
annual maximum floods
