Flexible models for coherent estimation of rainfall extremes

Intensity duration frequency (IDF) curves are an essential tool for characterizing the frequency of extreme rainfall events and assessing flood risk. These curves are used to describe the expected frequency of extreme rainfall measured at different durations. To ensure coherent estimates of exceedance probabilities across durations, these curves are subject to adequate shape constraints. Most existing methods employed to estimate IDF curves assume that extreme rainfall accumulations over different durations are independent of each other, but this assumption may not always be valid. This problem is addressed in our work by proposing a Markovian model, which accounts for dependence and is computationally tractable. A simulation study is presented to illustrate the performance of the model and the possible impact of not taking into account the dependence across rainfall durations when estimating IDF curves.