An alternative approach to the extreme value analysis of rainfall data

Abstract We describe an Extreme Value (EV) analysis of rainfall data for 8 Canadian Atmospheric Environment Service Stations covering a range of northern mid‐latitude climate regimes. Our approach is to find a de‐seasonalizing transformation for each site that transforms the tails of the distribution of daily rainfall amounts into unit exponential distributions. An EV‐I distribution is then fitted to the collection of monthly maxima of the transformed daily rainfall amounts via the method of maximum likelihood. Subsequently, the de‐seasonalization transform is inverted to derive a distribution for the annual maximum of daily rainfall amounts, and this derived distribution is used to estimate return values. A bootstrap technique is used to assess the uncertainty of the estimates. Diagnostic statistics of the goodness of the tail transformation and of the fitted EV‐I distribution are computed and discussed. The return values are compared with those obtained using conventional maximum likelihood and method o...

[1]  E. Zelenhasić,et al.  A Stochastic Model for Flood Analysis , 1970 .

[2]  W. H. Ross,et al.  A peaks‐over‐threshold analysis of extreme wind speeds , 1987 .

[3]  R. Davis,et al.  The rate of convergence in distribution of the maxima , 1982 .

[4]  J. Hosking A correction for the bias of maximum-likelihood estimators of Gumbel parameters — Comment , 1985 .

[5]  Richard L. Smith Threshold Methods for Sample Extremes , 1984 .

[6]  F. Zwiers,et al.  An extreme‐value analysis of wind speeds at five Canadian locations , 1987 .

[7]  J. D. T. Oliveira,et al.  The Asymptotic Theory of Extreme Order Statistics , 1979 .

[8]  B. Efron Better Bootstrap Confidence Intervals , 1987 .

[9]  Werner A. Stahel,et al.  Robust Statistics: The Approach Based on Influence Functions , 1987 .

[10]  John W. Tukey,et al.  Exploratory Data Analysis. , 1979 .

[11]  E. Gumbel,et al.  Statistics of extremes , 1960 .

[12]  W. E. Bardsley,et al.  Transformations for improved convergence of distributions of flood maxima to a Gumbel limit , 1987 .

[13]  J. B. S. Haldane,et al.  The distribution of extremal and nearly extermal values in samples from a normal distribution , 1963 .

[14]  Robert Tibshirani,et al.  Bootstrap confidence intervals and bootstrap approximations , 1987 .

[15]  E. S. Pearson Biometrika tables for statisticians , 1967 .

[16]  M. R. Leadbetter,et al.  Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics , 1983 .

[17]  Anthony C. Davison,et al.  Modelling Excesses over High Thresholds, with an Application , 1984 .

[18]  S. Gabriele,et al.  A correction for the bias of maximum-likelihood estimators of Gumbel parameters , 1984 .

[19]  B. Efron The jackknife, the bootstrap, and other resampling plans , 1987 .

[20]  M. Stephens Use of the Kolmogorov-Smirnov, Cramer-Von Mises and Related Statistics without Extensive Tables , 1970 .

[21]  Nicholas J. Cook,et al.  Towards better estimation of extreme winds , 1982 .

[22]  P. Hall On the rate of convergence of normal extremes , 1979 .