Rydén, Jesper
- Department of Energy and Technology, Swedish University of Agricultural Sciences
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
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