Tail Dependence as a Measure of Teleconnected Warm and Cold Extremes of North American Wintertime Temperatures

Abstract

Abstract Current models for spatial extremes are concerned with the joint upper (or lower) tail of the distribution at two or more locations. Such models cannot account for teleconnection patterns of 2-m surface air temperature (T2m) in North America, where very low temperatures in the contiguous United States may coincide with very high temperatures in Alaska in the wintertime. This dependence between warm and cold extremes motivates the need for a model with opposite-tail dependence in spatial extremes. This work develops a statistical modeling framework that has flexible behavior in all four pairings of high and low extremes at pairs of locations. In particular, we use a mixture of rotations of common Archimedean copulas to capture various combinations of four-corner tail dependence. We study teleconnected T2m extremes using ERA5 of daily average 2-m temperature during the boreal winter. The estimated mixture model quantifies the strength of opposite-tail dependence between warm temperatures in Alaska and cold temperatures in the midlatitudes of North America, as well as the reverse pattern. These dependence patterns are shown to correspond to blocked and zonal patterns of midtropospheric flow. This analysis extends the classical notion of correlation-based teleconnections to considering dependence in higher quantiles.