@article{fdi:010067699,
  title = {{M}ultivariate density model comparison for multi-site flood-risk rainfall in the {F}rench {M}editerranean area},
  author = {{C}arreau, {J}ulie and {B}ouvier, {C}hristophe},
  editor = {},
  language = {{ENG}},
  abstract = {{T}he {F}rench {M}editerranean area is subject to intense rainfall events which might cause flash floods, the main natural hazard in the area. {F}lood-risk rainfall is defined as rainfall with a high spatial average and encompasses rainfall which might lead to flash floods. {W}e aim to compare eight multivariate density models for multi-site flood-risk rainfall. {I}n particular, an accurate characterization of the spatial variability of flood-risk rainfall is crucial to help understand flash flood processes. {D}aily data from eight rain gauge stations at the {G}ardon at {A}nduze, a small {M}editerranean catchment, are used in this work. {E}ach multivariate density model is made of a combination of a marginal model and a dependence structure. {T}wo marginal models are considered: the {G}amma distribution (parametric) and the {L}og-{N}ormal mixture (non-parametric). {F}our dependence structures are included in the comparison: {G}aussian, {S}tudent t, {S}kew {N}ormal and {S}kew t in increasing order of complexity. {T}hey possess a representative set of theoretical properties (symmetry/asymmetry and asymptotic dependence/independence). {T}he multivariate models are compared in terms of three types of criteria: (1) separate evaluation of the goodness-of-fit of the margins and of the dependence structures, (2) model selection with a leave-one-out evaluation of the {A}nderson-{D}arling and {C}ramer-{V}on {M}ises statistics and (3) comparison in terms of two hydrologically interpretable quantities (return periods of the spatial average and conditional probabilities of exceedances). {T}he key outcome of the comparison is that the {S}kew {N}ormal with the {L}og-{N}ormal mixture margins outperform significantly the other models. {T}he asymmetry introduced by the {S}kew {N}ormal is an added-value with respect to the {G}aussian. {T}herefore, the {G}aussian dependence structure, although widely used in the literature, is not recommended for the data in this study. {I}n contrast, the asymptotically dependent models did not provide a significant improvement over the asymptotically independent ones.},
  keywords = {{I}ntense rainfall events ; {S}trong spatial variability ; {S}mall {M}editerranean catchments ; {E}lliptical and skew multivariate distributions ; {A}symptotic dependence/independence ; {FRANCE} ; {GARDON} ; {ZONE} {MEDITERRANEENNE}},
  booktitle = {},
  journal = {{S}tochastic {E}nvironmental {R}esearch and {R}isk {A}ssessment},
  volume = {30},
  numero = {6},
  pages = {1591--1612},
  ISSN = {1436-3240},
  year = {2016},
  DOI = {10.1007/s00477-015-1166-6},
  URL = {https://www.documentation.ird.fr/hor/fdi:010067699},
}