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

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

Article de revue (2019)

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Résumé

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.

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Organismes subventionnaires:
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
Numéro de subvention:
RGPIN/2018– 04481, RGPIN/2016–04720, RGPIN/06801–2015, 2015–PR–183236
Adresse URL de PolyPublie:
Titre de la revue :
Journal of the Royal Statistical Society Series C (Applied Statistics) ( vol. 68 , no 4 )
Maison d'édition:
Royal Statistical Society
OAI:
oai:publications.polymtl.ca:4950
ORCID
Date du dépôt:
04 juil. 2022 15:03
Dernière modification:
14 oct. 2026 10:43
Citer en 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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