A note on analysis of extreme minimum temperatures with the GAMLSS framework

Abstract

Estimation of return levels, based on extreme value distributions, is of importance in the earth and environmental sciences. To incorporate non-stationarity in the modelling, the statistical framework of generalised additive models for location, scale and shape is an option, providing flexibility and with a wide range of distributions implemented. With a large set of selections possible, model choice is an issue. As a case study, we investigate annual minimum temperatures from measurements at a location in northern Sweden. For practical work, it turns out that care must be taken in examining the obtained distributions, not solely relying on information criteria. A simulation study illustrates the findings.

Keywords

GEV distribution; GAMLSS; Non-stationary models; Extreme temperatures; Model selection

Published in

Acta Geophysica
2019, volume: 67, number: 6, pages: 1599-1604

SLU Authors

• Rydén, Jesper

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Probability Theory and Statistics
Oceanography, Hydrology, Water Resources


Publication identifier

DOI: https://doi.org/10.1007/s11600-019-00363-6

Permanent link to this page (URI)

https://res.slu.se/id/publ/103415