Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Szu-Hua Wang

Working Papers in Economics from University of Canterbury, Department of Economics and Finance

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.

Keywords: Generalized extreme value; Extreme rainfall; Return level; Statistical modelling (search for similar items in EconPapers)
JEL-codes: Q51 Q54 Q57 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2012-12-18
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https://repec.canterbury.ac.nz/cbt/econwp/1219.pdf (application/pdf)

Related works:
Working Paper: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (2012)
Working Paper: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (2012)
Working Paper: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (2012)
Working Paper: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:cbt:econwp:12/19

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