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Pré-Publication, Document De Travail Année : 2023

A local statistic for the spatial extent of extreme threshold exceedances

Résumé

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on R2. Conditioned on exceedance of a high threshold at a location s, the extremal range at s is the random variable defined as the smallest distance from s to a location where there is a non-exceedance. We leverage tools from excursion-set theory to study distributional properties of the extremal range, propose parametric models and predict the median extremal range at extreme threshold levels. The extremal range captures the rate at which the spatial extent of conditional extreme events scales for increasingly high thresholds, and we relate its distributional properties with the bivariate tail dependence coefficient and the extremal index of time series in classical Extreme-Value Theory. Consistent estimation of the distribution function of the extremal range for stationary random fields is proven. For non-stationary random fields, we implement generalized additive median regression to predict extremal-range maps at very high threshold levels. An application to two large daily temperature datasets, namely reanalyses and climate-model simulations for France, highlights decreasing extremal dependence for increasing threshold levels and reveals strong differences in joint tail decay rates between reanalyses and simulations.
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Dates et versions

hal-04246931 , version 1 (17-10-2023)

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Ryan Cotsakis, Elena Di Bernardino, Thomas Opitz. A local statistic for the spatial extent of extreme threshold exceedances. 2023. ⟨hal-04246931⟩
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