Smooth copula‐based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada

Abstract

AbstractThis paper proposes 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 nonconcomitant record periods at different stations. The proposed two‐step 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 recently introduced in the literature. Finally, we compare the classical GEV parameter interpolation approaches with the proposed smooth copula‐based GEV modeling approach.