南水北调与水利科技2018，Vol.16Issue(1)：14-21,8.DOI:10.13476/j.cnki.nsbdqk.20180003
多变量Copula函数在干旱风险分析中的应用进展
Application progress of multi-variable Copula function in drought risk analysis
摘要
Abstract
Copula is an important tool for structuring the multivariate joint distribution and analyzing the correlation structure between random variables.This paper reviews the research and application of Copula in drought since 2005 and discusses the current problems of Copula method and the development direction of Copula theory.Firstly,the parameter estimation of high-di-mensional Copula function is not accurate enough.Although the high-dimensional Copula construction methods such as nested method,hybrid method,and condition-hybrid method can essentially simplify parameter estimation,and the Copula parameter estimation method based on Bayesian theory is a significant improvement over the traditional method,still they cannot deliver satisfactory computation amount,confidence level,and sample size at the same time.The parameter estimation method of high-dimensional Copula theory is still a difficult point in the research of Copula theory.Secondly,the characteristics of drought are sensitive to time;thus,the Copula function needs to be time-varying in order to be applied to drought problems.The Copula the-ory with temporal and spatial variation can be used to analyze drought.It is one of the future directions of Copula research. Thirdly,Copula method can be applied in a number of directions,and also need to be further combined with other frameworks.关键词
干旱/Copula/多变量分析Key words
drought/Copula/multivariable analysis分类
天文与地球科学引用本文复制引用
于忱,陈隽,王红瑞,朱中凡,来文立..多变量Copula函数在干旱风险分析中的应用进展[J].南水北调与水利科技,2018,16(1):14-21,8.基金项目
国家自然科学基金(51479003 （）
51279006)National Natural Science Foundation of China(51479003 （）
51279006) （）
