Estimation of tail dependence coefficient in rainfall accumulation fields

Extreme rainfall events are of particular importance due to their severe impacts on the economy, the environment and the society. Characterization and quantification of extremes and their spatial dependence structure may lead to a better understanding of extreme events. An important concept in statistical modeling is the tail dependence coefficient (TDC) that describes the degree of association between concurrent rainfall extremes at different locations. Accurate knowledge of the spatial characteristics of the TDC can help improve on the existing models of the occurrence probability of extreme storms. In this study, efficient estimation of the TDC in rainfall is investigated using a dense network of rain gauges located in south Louisiana, USA. The inter-gauge distances in this network range from about 1 km to 9 km. Four different nonparametric TDC estimators are implemented on samples of the rain gauge data and their advantages and disadvantages are discussed. Three averaging time-scales are considered: 1 h, 2 h and 3 h. The results indicate that a significant tail dependency may exist that cannot be ignored for realistic modeling of multivariate rainfall fields. Presence of a strong dependence among extremes contradicts with the assumption of joint normality, commonly used in hydrologic applications.