The flood probability distribution tail: how heavy is it? |
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| Authors: | Pietro Bernardara Daniel Schertzer Eric Sauquet Ioulia Tchiguirinskaia Michel Lang |
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| Institution: | (1) CEREVE, ENPC, 6–8 Avenue Blaise Pascal, Cité Descartes, 77455 Marne-la-Vallée Cedex 2, France;(2) HHLY, CEMAGREF, 3bis quai Chauveau, CP220, 69366 Lyon Cedex 09, France;(3) CNRM, Météo France, 1 Quai Branly, 75007 Paris, France |
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| Abstract: | This paper empirically investigates the asymptotic behaviour of the flood probability distribution and more precisely the
possible occurrence of heavy tail distributions, generally predicted by multiplicative cascades. Since heavy tails considerably
increase the frequency of extremes, they have many practical and societal consequences. A French database of 173 daily discharge
time series is analyzed. These series correspond to various climatic and hydrological conditions, drainage areas ranging from
10 to 105 km2, and are from 22 to 95 years long. The peaks-over-threshold method has been used with a set of semi-parametric estimators
(Hill and Generalized Hill estimators), and parametric estimators (maximum likelihood and L-moments). We discuss the respective
interest of the estimators and compare their respective estimates of the shape parameter of the probability distribution of
the peaks. We emphasize the influence of the selected number of the highest observations that are used in the estimation procedure
and in this respect the particular interest of the semi-parametric estimators. Nevertheless, the various estimators agree
on the prevalence of heavy tails and we point out some links between their presence and hydrological and climatic conditions. |
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| Keywords: | Asymptotic behaviour Flood frequency analysis Power law Heavy tails Cascades Multifractals |
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