Diagnostics for tail dependence in time-lagged random fields of precipitation |
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| Authors: | Agne Burauskaite-Harju Anders Grimvall |
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| Institution: | 1. Division of Statistics, Department of Computer and Information Science, Link?ping University, 58183, Link?ping, Sweden
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| Abstract: | 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 summarising 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. |
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