水力发电学报2013，Vol.32Issue(2)：35-42,8.
基于分层阿基米德Copulas的干旱特征多变量联合概率分布研究
Hierarchical Archimedean Copulas for multivariate drought analysis
摘要
Abstract
This study constructed trivariate Hierarchical Archimedean Copulas (HAC) that combines Clayton copulas with Frank copulas to model multivariate joint distributions, and derived the expressions of cumulative distribution functions, density and conditional copulas of these trivariate HACs. A goodness-of-fit test for trivariate copulas was conducted. In application to drought analysis for the Xi'an station, this HAC method was used to calculate the trivariate joint distribution of drought duration, drought severity and severity peak. The results show that these trivariate HACs are superior to ordinary trivariate Archimedean Copulas.关键词
水文学/3变量联合分布/分层阿基米德Copulas函数/干旱Key words
hydrology/ trivariate joint distribution/ hierarchical Archimedean Copulas/ drought分类
天文与地球科学引用本文复制引用
李扬,宋松柏..基于分层阿基米德Copulas的干旱特征多变量联合概率分布研究[J].水力发电学报,2013,32(2):35-42,8.基金项目
国家自然科学基金项目(51179160,50879070,50579065) （51179160,50879070,50579065）
高等学校博士学科点专项科研基金(20110204110017) （20110204110017）
