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14 - Compound Extremes

from Part Two - Applications

Published online by Cambridge University Press:  03 January 2019

Lan Zhang  and
V. P. Singh
Lan Zhang
Affiliation:
Texas A & M University
V. P. Singh
Affiliation:
Texas A & M University
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Summary

In this chapter, the copula modeling is applied to analyze compound extremes. The number of warm days (NWDs) and monthly precipitation are applied for the case study. The time-varying generalized extreme value (GEV) distribution with a linear trend in the location parameter is applied to model the NWDs after the change. The time-varying copula is applied to model the compound risk of hot and dry, as well as wet and cold days.

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Copulas and their Applications in Water Resources Engineering , pp. 537 - 549
Publisher: Cambridge University Press
Print publication year: 2019

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References

Hao, Z., AghaKouchak, A., and Phillips, T. J. (2013). Changes in concurrent monthly precipitation and temperature extremes. Environmental Research Letters, 8, 034014.Google Scholar
Kendall, M. G. (1970). Rank Correlation Methods, 2nd edition. Hafner, New York.Google Scholar
Mann, H. B. (1945). Nonparametric tests against trend. Econometrica, 13, 245–259.CrossRefGoogle Scholar
Miao, C., Sun, Q., Duan, Q., and Wang, Y. (2016). Joint analysis of changes in temperature and precipitation on the Loess Plateau during the period 1961–2011. Climate Dynamics. doi:10.1007/s00382–016–3022-x.CrossRefGoogle Scholar
Pettitt, A. N. (1979). A non-parametric approach to the change-point problem. Journal of Applied Statistics, 18, 126–135.CrossRefGoogle Scholar
Sedlmeier, K., Mieruch, S., Shädler, G., and Kottmeier, C. (2016). Compound extremes in a changing climate – a Markov chain approach. Nonlinear Processes in Geophysics, 23, 375–390.Google Scholar
Svensson, C. and Jones, D. A. (2002). Dependence between extreme sea surge, river flow and precipitation in eastern Britain. International Journal of Climatology, 22, 1149–1168.Google Scholar
Wahl, T., Jain, S., Bender, J., Meyers, S. D., and Luther, M. E. (2015) Increasing risk of compound flooding from storm surge and rainfall or major US cities. Nature Climate Change, 5, 1093–1097. doi:10.1038/NCLIMATE2736.Google Scholar

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  • Compound Extremes
  • Lan Zhang, Texas A & M University, V. P. Singh, Texas A & M University
  • Book: Copulas and their Applications in Water Resources Engineering
  • Online publication: 03 January 2019
  • Chapter DOI: https://doi.org/10.1017/9781108565103.015
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  • Compound Extremes
  • Lan Zhang, Texas A & M University, V. P. Singh, Texas A & M University
  • Book: Copulas and their Applications in Water Resources Engineering
  • Online publication: 03 January 2019
  • Chapter DOI: https://doi.org/10.1017/9781108565103.015
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Compound Extremes
  • Lan Zhang, Texas A & M University, V. P. Singh, Texas A & M University
  • Book: Copulas and their Applications in Water Resources Engineering
  • Online publication: 03 January 2019
  • Chapter DOI: https://doi.org/10.1017/9781108565103.015
Available formats
×