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Smooth Copula-based Generalized Extreme Value model
A smooth copula-based Generalized Extreme Value (GEV) model will be presented, using a two-steps approach combining GEV parameters' smooth functions in space through the use of spatial covariates and a flexible hierarchical copula-based model to take into account dependency between the locations. The hierarchical copula structure is detected via a clustering algorithm implemented with an adapted version of the copula-based dissimilarity measure recently introduced in the literature. The considered data contains a large portion of missing values, and one observes several non-concomitant record periods at different locations. We compare the classical GEV parameter interpolation approaches with the proposed smooth copula-based GEV modeling approach, and apply the model to extreme rainfall in eastern Canada.
Date and Time
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Co-auteurs (non y compris vous-même)
Fatima Palacios Rodriguez
Universidad de Sevilla
Elena Di Bernardino
Université Côte D'Azur
Langue de la présentation orale
Anglais
Langue des supports visuels
Anglais

Speaker

Edit Name Primary Affiliation
Mélina Mailhot Concordia University