Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/87174 
Year of Publication: 
2012
Series/Report no.: 
Tinbergen Institute Discussion Paper No. 13-004/III
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
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.
Subjects: 
Generalized extreme value
Extreme rainfall
Return level
Statistical modelling
JEL: 
Q54
Q51
Q57
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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