Application progress of multi-variable Copula function in drought risk analysis
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Abstract:
Copula is an important tool for structuring the multivariat ejoint distribution and analyzing the correlation structur ebetween 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-dimensional Copula function is not accur ateenough. Although the high-dimensional Copula const ruction methods such as nested method, hybrid method, and conditionhy brid 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 satisfacto rycomputat ionamount, confidence level, and sample size at the same time. The parameter estimation method of high-dimensional Copula theory is still a difficult pointin 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 theory with temporal and spatial variation can beused to analyze drought. It is one of the futur edir ections of Copula research. Thirdly, Copula method can be applied in a number of directions, and also need to be further combined with ot her frameworks.
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