Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity
نویسندگان
چکیده
Understanding and modeling the determinants of extreme hourly rainfall intensity is utmost importance for management flash-flood risk. Increasing evidence shows that mesoscale convective systems (MCS) are principal driver in United States. We use value statistics to investigate relationship between MCS activity Greater St. Louis, an area particularly vulnerable flash floods. Using a block maxima approach with monthly blocks, we find impact on not homogeneous within month/block. To appropriately capture this relationship, develop mixed-frequency regression framework accommodating covariate sampled at frequency higher than observation.
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2023
ISSN: ['1941-7330', '1932-6157']
DOI: https://doi.org/10.1214/22-aoas1675