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