%0 Report
%A Chu, Lan-Fen
%A McAleer, Michael
%A Wang, Szu-Hua
%T Statistical Modelling of Recent Changes in Extreme Rainfallin Taiwan
%J Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
%D 2012
%U https://hdl.handle.net/20.500.14352/49129
%X This paper has two primary purposes. First, we fit the annual maximum daily rainfall data for 6 rainfall stations, both with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in Taiwan, and detect the changes between the two phases for extreme rainfall. The non-stationary model means that the location parameter in the GEV distribution is a linear function of time to detect temporal trends in maximum rainfall. Second, we compute the future behavior of stationary models for the return levels of 10, 20, 50 and 100-years based on the period 1960-2010. In addition, the 95% confidence intervals of the return levels are provided. This is the first investigation to use generalized extreme value distributions to model extreme rainfall in Taiwan.
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