Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model

DOI10.1007/S10687-010-0102-XMaRDI QIDQ549640zbMATH OpenOpenAlexWikidataFDO

Authors Douglas Maraun, Henning W. Rust, Timothy J. Osborn

Publication date 18 July 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-010-0102-x

zbMATH Keywords

Akaike information criterioncross validationextreme value statistics

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Applications of statistics to environmental and related topics (62P12)

Review text

A vector valued generalized linear regression model with generalized extreme value (GEV) distribution is proposed for probabilistic prediction of local precipitation extremal values. Dependence of scale and shift parameters of GEV from the airflow strength, vorticity and direction are modeled. The time of observations is used as a regressor to model the annual cycles. Maximum likelihood estimates are used for fitting. An application to real data from UK is discussed.

Recommendations

• Vector generalized linear and additive extreme value models
• Improving precipitation forecasts using extreme quantile regression
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
• Linear Regression with Extreme Value Residuals

Cites work

• An introduction to statistical modeling of extreme values
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Extremes and related properties of random sequences and processes
• Fitting autoregressive models for prediction
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 927296 (Why is no real title available?)
• SELECTING AMONGST LARGE CLASSES OF MODELS
• Statistics of extremes in climatology
• Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model
• Vector generalized linear and additive extreme value models

Cited in

(1)

• Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model

Describes a project that uses

Uses Software

• VGAM
• ismev

This page was built for publication: Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q549640)