Jonathan Jalbert, Orla A. Murphy, Christian Genest and Johanna G. Nešlehová
Article (2019)
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Open Access to the full text of this document Published Version Terms of Use: Creative Commons Attribution Non-commercial Download (762kB) |
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<1, a scaled beta distribution may already be sufficiently rich to capture the behaviour of P . An appropriate copula for the pair (M, P) can also be selected by standard rank-based techniques.This approach is used to analyse rainfall data from Burlington, Vermont, and to estimate the return period of the spring 2011 precipitation accumulation which was a key factor in that year's devastating flood in the RichelieuValley Basin in Qu´ebec, Canada.
Uncontrolled Keywords
Subjects: |
2800 Artificial intelligence > 2805 Learning and inference theories 3000 Statistics and probability > 3004 Applied statistics 3000 Statistics and probability > 3007 Stochastic processes 4500 Hydrology > 4500 Hydrology |
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Department: | Department of Mathematics and Industrial Engineering |
Funders: | Canadian Research Chairs/Chaires de recherche du Canada, CRSNG/NSERC, Canadian Statistical Sciences Institutes/Institut canadien des sciences statistiques, Fonds de Recherche du Québec - Nature et Technologies, MITACS |
Grant number: | RGPIN/2018– 04481, RGPIN/2016–04720, RGPIN/06801–2015, 2015–PR–183236 |
PolyPublie URL: | https://publications.polymtl.ca/4950/ |
Journal Title: | Journal of the Royal Statistical Society Series C (Applied Statistics) (vol. 68, no. 4) |
Publisher: | Royal Statistical Society |
DOI: | 10.1111/rssc.12342 |
Official URL: | https://doi.org/10.1111/rssc.12342 |
Date Deposited: | 04 Jul 2022 15:03 |
Last Modified: | 07 Apr 2025 14:56 |
Cite in APA 7: | Jalbert, J., Murphy, O. A., Genest, C., & Nešlehová, J. G. (2019). Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood. Journal of the Royal Statistical Society Series C (Applied Statistics), 68(4), 831-858. https://doi.org/10.1111/rssc.12342 |
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