Bivariate Risk Analysis of Droughts Using a Nonparametric Multivariate Standardized Drought Index and Copulas

Abstract

The Nonparametric Multivariate Standardized Drought Index (NMSDI) based on precipitation and soil moisture data in conjunction with copula functions is of primary concern in this study. We are the first to investigate bivariate return periods of the NMSDI using the two typical drought characteristics (duration and severity) at 10 stations in Konya Closed Basin (KCB) in Turkey. As a result, lognormal and loglogistic distributions were identified as the most suitable distributions for drought duration and severity series according to five commonly used goodness of fit tests. Various types of copulas were considered in modeling the joint dependence between duration and severity series at each station. Our results from the five goodness of fit tests and tail dependence assessments showed that BB6, BB7, and BB8 copulas outperformed the joint modeling of duration and severity series in the KCB. The bivariate return period analysis revealed a high risk for southeastern and southwestern regions in the KCB for the 3-month NMSDI series while north to northwestern regions could be exposed to high risk for the 6-month series. (c) 2019 American Society of Civil Engineers.