Should Multivariate Bias Corrections of Climate Simulations Account for Changes of Rank Correlation Over Time?

Inter‐variable dependencies are key properties to characterize many climate phenomena—such as compound events—and their future changes. Yet, climate simulations often have statistical biases. Hence, univariate (1dBC) and multivariate bias correction (MBC) methods are regularly applied. Inter‐variable properties (e.g., correlations) can be altered by BC corrections. Then, it is necessary to assess how underlying assumptions of BC methods on climate change affect the adjustments. This can lead to better choices of BC methods. Here, we investigate whether an MBC method should try reproducing, preserving or modifying the changes in rank correlations between daily temperature and precipitation over Europe. An original "perfect model experiment" is set up and applied to two different climate simulation ensembles over 2001–2100: 40 runs from the Community Earth System Model (CESM) global climate model and 11 runs from the Coupled Models Intercomparison Project (CMIP6) exercise. The results highlight that, within the multi‐run single Global Climate Models ensemble (CESM), accounting for correlation changes brings valuable information for long‐term projections but that a stationarity assumption provides less biased correlations, up to medium‐term projections (2060). For the multi‐model ensemble (CMIP6), the non‐stationarity assumption provides larger biases than the stationarity approach, up to the end of the century. Not correcting the model rank correlations (1dBC) provides the worst results. Whenever an ensemble is available, the best results come from accounting for the "robust" part of the change signal (i.e., average change from different runs). This pleads for using ensembles and their robust information, in order to perform robust bias corrections. Key Points: Multivariate bias correction methods can account for changes in correlations in climate simulations or can consider that they are stationaryA perfect model experiment is set up to evaluate consequences of these choices in terms of temperature versus precipitation rank correlationsResults on two ensembles show that both approaches are meaningful, depending on the underlying confidence put on climate simulations [ABSTRACT FROM AUTHOR]