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Chu, Lan-Fen and McAleer, Michael and Wang, Szu-Hua (2012) Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 29, 2012, ] (Unpublished)
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Official URL: http://eprints.ucm.es/17573/
Abstract
This paper has two primary purposes. First, we fit the annual maximum daily rainfall data for 6 rainfall stations, both with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in Taiwan, and detect the changes between the two phases for extreme rainfall. The non-stationary model means that the location parameter in the GEV distribution is a linear function of time to detect temporal trends in maximum rainfall. Second, we compute the future behavior of stationary models for the return levels of 10, 20, 50 and 100-years based on the period 1960-2010. In addition, the 95% confidence intervals of the return levels are provided. This is the first investigation to use generalized extreme value distributions to model extreme rainfall in Taiwan.
Item Type: | Working Paper or Technical Report |
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Additional Information: | JEL: Q54, Q51, Q57. |
Uncontrolled Keywords: | Generalized extreme value, Extreme rainfall, Return level, Statistical modelling. |
Subjects: | Social sciences > Economics > Econometrics |
Series Name: | Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE) |
Volume: | 2012 |
Number: | 29 |
ID Code: | 17573 |
Deposited On: | 08 Jan 2013 12:06 |
Last Modified: | 07 Feb 2014 09:50 |
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