Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood

Jonathan Jalbert, Orla A. Murphy, Christian Genest and Johanna G. Nešlehová

Journal of the Royal Statistical Society Series C, 2019, vol. 68, issue 4, 831-858

Abstract: A simple strategy is proposed to model total accumulation in non‐overlapping clusters of extreme values from a stationary series of daily precipitation. Assuming that each cluster contains at least one value above a high threshold, the cluster sum S is expressed as the ratio S=M/P of the cluster maximum M and a random scaling factor P ∈ (0,1]. The joint distribution for the pair (M,P) is then specified by coupling marginal distributions for M and P with a copula. Although the excess distribution of M is well approximated by a generalized Pareto distribution, it is argued that, conditionally on P

Date: 2019
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https://doi.org/10.1111/rssc.12342

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:68:y:2019:i:4:p:831-858

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