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Testing the two-dimensional archimedean copula functions in coincidence of flood discharges of the main river and tributary

In: Acta Hydrologica Slovaca, vol. 19, no. 1
Veronika Bačová Mitková - Dana Halmová

Details:

Year, pages: 2018, 49 - 59
Keywords:
maximum daily discharge, correlation, copula function, statistical test, joint probability distribution functions
Original source URL: http://www.ih.sav.sk/ah
About article:
The paper presents testing and selecting an appropriate copula function for two-dimensional analysis of synchronously occurring maximum discharges at the main stream and its tributary. Synchronous mean daily discharges on the main Slovak streams and their tributaries of the Danube river basin were analysed. The first part of the paper presents the preparation of the input data and correlation analysis of the data. The next part, presents the selection of marginal probability distribution functions and the selection of the appropriate copula function for calculation of the two-dimensional joint probability distribution functions of the synchronous discharges. Some Archimedean copula functions were used as a mathematical tool for determining the joint probability distribution. Tested Archimedes copula functions have achieved relatively equal calculated distribution probabilities. Probabilities calculated using the Gumbel-Hougaard copula function reached the smallest error of the estimation. This function has been selected as the most appropriate for illustrating the joint probability of occurrence of the synchronic variables.
How to cite:
ISO 690:
Bačová Mitková, V., Halmová, D. 2018. Testing the two-dimensional archimedean copula functions in coincidence of flood discharges of the main river and tributary. In Acta Hydrologica Slovaca, vol. 19, no.1, pp. 49-59. 2644-4690.

APA:
Bačová Mitková, V., Halmová, D. (2018). Testing the two-dimensional archimedean copula functions in coincidence of flood discharges of the main river and tributary. Acta Hydrologica Slovaca, 19(1), 49-59. 2644-4690.