 Causal mechanism of extreme river discharges in the upper Danube basin networkLinda Mhalla, Valérie Chavez‐Demoulin and Debbie J. Dupuis Journal of the Royal Statistical Society Series C, 2020, vol. 69, issue 4, 741-764 Abstract: Extreme hydrological events in the Danube river basin may severely impact human populations, aquatic organisms and economic activity. One often characterizes the joint structure of extreme events by using the theory of multivariate and spatial extremes and its asymptotically justified models. There is interest, however, in cascading extreme events and whether one event causes another. We argue that an improved understanding of the mechanism underlying severe events is achieved by combining extreme value modelling and causal discovery. We construct a causal inference method relying on the notion of the Kolmogorov complexity of extreme conditional quantiles. Tail quantities are derived by using multivariate extreme value models, and causal‐induced asymmetries in the data are explored through the minimum description length principle. Our method CausEV for causality for extreme values uncovers causal relationships between summer extreme river discharges in the upper Danube basin and finds significant causal links between the Danube and its Alpine tributary Lech. Date: 2020 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:69:y:2020:i:4:p:741-764 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC. |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.