Smooth Copula-based Generalized Extreme Value model and Spatial Interpolation for Extreme Rainfall in Central Eastern Canada

Melina Mailhot (Concordia university, Montreal, Canada)

Tuesday 28 February 2023 - 11h00 to 12h00

Extranef 125

In this presentation, we will propose a smooth copula-based Generalized Extreme Value (GEV) model to map and predict extreme rainfall in Central Eastern Canada. The considered data contains a large portion of missing values, and one observes several non-concomitant record periods at different stations.
The proposed two-steps approach combines GEV parameters' smooth functions in space through the use of spatial covariates and a flexible hierarchical copula-based model to take into account dependence between the recording stations.  The hierarchical copula structure is detected via a clustering algorithm implemented with an adapted version of the copula-based dissimilarity measure.

Published from 2 November 2022 to 1 March 2023
HEC-DSA
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