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Chu, Lan-Fen
McAleer, Michael
Wang, Szu-Hua
Year of Publication: 
Series/Report no.: 
Tinbergen Institute Discussion Paper 13-004/III
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.
Generalized extreme value
Extreme rainfall
Return level
Statistical modelling
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Document Type: 
Working Paper

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