Summer School on Copulas for hydrological applications
Next term July 06-10, 2015, Pau, France
Natural events are often characterized by the joint behavior of several random variables, which are usually dependent. For this reason, the analysis and synthesis of hydrological and meteorological phenomena could be performed following a multivariate approach. Copulas are functions that enable to model the dependency structure between random variables, independently of their marginal distributions. With the development of powerful statistical packages (such as R) and the expansion of applications and publications of the copula in hydrology, a multivariate analysis and synthesis applied to hydrological events is increasingly feasible. This one-week short course will focus on the statistical theory and applications of multivariate frequency analysis from the point of view of copulas approach. The course will provide the theoretical and applied knowledge for conducting hydrological simulations using copula methods with a particular emphasis on extreme events across climate regimes.