Diagnostics for tail dependence in time-lagged random fields of precipitation
2013 (English)In: Journal of Theoretical and Applied Climatology, ISSN 0177-798X, E-ISSN 1434-4483, Vol. 112, no 3-4, 629-636 p.Article in journal (Refereed) Published
Weather extremes often occur along fronts passing different sites with some time lag. Here, we show how such temporal patterns can be taken into account when exploring inter-site dependence of extremes. We incorporate time lags into existing models and into measures of extremal associations and their relation to the distance between the investigated sites. Furthermore, we define summarizing parameters that can be used to explore tail dependence for a whole network of stations in the presence of fixed or stochastic time lags. Analysis of hourly precipitation data from Sweden showed that our methods can prevent underestimation of the strength and spatial extent of tail dependencies.
Place, publisher, year, edition, pages
2013. Vol. 112, no 3-4, 629-636 p.
Precipitation; Sub-daily; Tail dependence; Spatial dependence; Time lag
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:liu:diva-71298DOI: 10.1007/s00704-012-0748-1ISI: 000318246300022OAI: oai:DiVA.org:liu-71298DiVA: diva2:447075