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Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

Paul Mathivon et al.

Canadian Journal of Statistics2026https://doi.org/10.1002/cjs.70042article
ABDC A
Weight
0.37

Abstract

Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period. Generalized extreme‐value (GEV) distributions are more flexible, but uncertainties in parameter estimates can lead to physical inconsistencies across durations. The scaling GEV model offers a solution to this issue, provided that the presence of dependent maxima across different periods is accounted for. Two options are considered: (i) modelling the inter‐duration dependence using an elliptical copula with a Matérn correlation matrix, and (ii) working from a composite likelihood assuming independence and estimating uncertainty using Godambe's information matrix. The two strategies are compared using Canadian data to guide practitioners in choosing the approach best suited to their needs.

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https://doi.org/https://doi.org/10.1002/cjs.70042

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@article{paul2026,
  title        = {{Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves}},
  author       = {Paul Mathivon et al.},
  journal      = {Canadian Journal of Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1002/cjs.70042},
}

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Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

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Evidence weight

0.37

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.16 × 0.4 = 0.06
M · momentum0.53 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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