Modeling All Exceedances Above a Threshold Using an Extremal Dependence Structure: Inferences on Several Flood Characteristics

Details Modeling All Exceedances Above a Threshold Using an Extremal Dependence Structure: Inferences on Several Flood Characteristics Modeling All Exceedances Above a Threshold Using an Extremal Dependence Structure: Inferences on Several Flood Characteristics

2008-02-04

arxiv.org/abs/0802.0436v1

Statistics

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Scientific paper

10.1029/2007WR006322

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to reduce the waste of data, inferential methodology has evolved from annual maxima modeling to peaks over a threshold one. To mitigate the lack of data, peaks over a threshold are sometimes combined with additional information - mostly regional and historical information. However, whatever the extra information is, the most precious information for the practitioner is found at the target site. In this study, a model that allows inferences on the whole time series is introduced. In particular, the proposed model takes into account the dependence between successive extreme observations using an appropriate extremal dependence structure. Results show that this model leads to more accurate flood peak quantile estimates than conventional estimators. In addition, as the time dependence is taken into account, inferences on other flood characteristics can be performed. An illustration is given on flood duration. Our analysis shows that the accuracy of the proposed models to estimate the flood duration is related to specific catchment characteristics. Some suggestions to increase the flood duration predictions are introduced.

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