Study Region: Two major sediment-yielding sub-basins of the Loess Plateau: The Kuye River and Wuding River Basins Study Focus: This study investigates the multivariate evolution of precipitation-runoff-sediment (P-R-S) relationships in the Kuye and Wuding River Basins during 1958-2020. By integrating changepoint detection with a Vine Copula framework, the nonlinear, conditional, and tail dependence of P-R-S structures are quantified, and their stage-wise evolution under climate variability and soil and water conservation measures is traced. New hydrological insights for the region: Results reveal a systematic strengthening of precipitation-runoff coupling in both basins, with upper-tail dependence coefficients increasing to as high as 0.98, indicating enhanced runoff sensitivity to extreme rainfall. In contrast, runoff-sediment relationships diverge markedly between basins. In the Kuye River Basin, Kendall's tau decreases from 0.80 to 0.65, reflecting a transition from rainfall-driven to supply-limited sediment yield as sediment sources is progressively depleted by long-term conservation conservation. The Wuding River Basin exhibits a nonlinear collapse-recovery trajectory of runoff-sediment dependence, associated with heterogeneous geomorphic conditions and spatially variable effects of check dams and vegetation restoration. Conditional dependence analysis further indicates a shift from energy-limited to material-limited erosion regimes under fixed runoff conditions, particularly during low-flow periods. Overall, the results provide quantitative evidence that large-scale ecological restoration has fundamentally reshaped hydrological-sedimentary interactions on the Loess Plateau.