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June 2023 Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity
Debbie J. Dupuis, Luca Trapin
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Ann. Appl. Stat. 17(2): 1398-1418 (June 2023). DOI: 10.1214/22-AOAS1675

Abstract

Understanding and modeling the determinants of extreme hourly rainfall intensity is of utmost importance for the management of flash-flood risk. Increasing evidence shows that mesoscale convective systems (MCS) are the principal driver of extreme rainfall intensity in the United States. We use extreme value statistics to investigate the relationship between MCS activity and extreme hourly rainfall intensity in Greater St. Louis, an area particularly vulnerable to flash floods. Using a block maxima approach with monthly blocks, we find that the impact of MCS activity on monthly maxima is not homogeneous within the month/block. To appropriately capture this relationship, we develop a mixed-frequency extreme value regression framework accommodating a covariate sampled at a frequency higher than that of the extreme observation.

Funding Statement

The first author was supported by the Natural Sciences and Engineering Research Council of Canada RGPIN-2016-04114 and the HEC Foundation.

Acknowledgments

The authors wish to thank the Associate Editor and two anonymous referees for helpful comments that improved the paper. The authors also wish to thank Ruby Leung and Zhe Feng for providing the data and helpful discussion.

Citation

Download Citation

Debbie J. Dupuis. Luca Trapin. "Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity." Ann. Appl. Stat. 17 (2) 1398 - 1418, June 2023. https://doi.org/10.1214/22-AOAS1675

Information

Received: 1 August 2021; Revised: 1 May 2022; Published: June 2023
First available in Project Euclid: 1 May 2023

MathSciNet: MR4582718
zbMATH: 07692388
Digital Object Identifier: 10.1214/22-AOAS1675

Keywords: extreme value regression , mesoscale convective systems , mixed-frequency data , rainfall intensity

Rights: Copyright © 2023 Institute of Mathematical Statistics

Vol.17 • No. 2 • June 2023
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