A dependence modelling study of extreme rainfall in Madeira Island

• Madeira Island's annual rainfall data from two measurement periods are analysed.
• A study of dependence is carried out with basis on the Kendall's tau measure.
• An adjustment is made to a family of extreme value copulas.
• Results highlight the complexity of the spatial rainfall distribution on the island.

The dependence between variables plays a central role in multivariate extremes. In this paper, spatial dependence of Madeira Island's rainfall data is addressed within an extreme value copula approach through an analysis of maximum annual data. The impact of altitude, slope orientation, distance between rain gauge stations and distance from the stations to the sea are investigated for two different periods of time. The results obtained highlight the influence of the island's complex topography on the spatial distribution of extreme rainfall in Madeira Island.