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Robust Local Likelihood Estimation for Non-stationary Flood Frequency Analysis

Author

Listed:
  • John M. Grego

    (University of South Carolina)

  • Philip A. Yates

    (DePaul University)

Abstract

As changes to the environment, both human and non-human made, continue to occur, the assumption of stationarity in flood frequency analysis is seldom met. A proposed method for estimating the 1% chance flood, i.e., Q $$_{100}$$ 100 of a flood gauge’s annual peak streamflows, using robust local likelihood estimation is developed. Simulations indicate that when a flood series seems to be from a more mixed population of values, often due to extreme snowmelt or tropical storms in a given flood year, robust local likelihood estimation is more effective at estimating the 1% chance flood than local likelihood estimation. Annual peak streamflows from the Congaree River at Columbia, South Carolina, the Illinois River at Marseilles, Illinois, and the Winooski River at Montpelier, Vermont are used as examples on how to apply the robust local likelihood method.

Suggested Citation

  • John M. Grego & Philip A. Yates, 2025. "Robust Local Likelihood Estimation for Non-stationary Flood Frequency Analysis," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 30(3), pages 663-682, September.
    • Handle: RePEc:spr:jagbes:v:30:y:2025:i:3:d:10.1007_s13253-024-00614-0
    DOI: 10.1007/s13253-024-00614-0
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    References listed on IDEAS

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    1. V. Chavez‐Demoulin & A. C. Davison, 2005. "Generalized additive modelling of sample extremes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(1), pages 207-222, January.
    2. A. C. Davison & N. I. Ramesh, 2000. "Local likelihood smoothing of sample extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 191-208.
    3. John M. Grego & Philip A. Yates & Kaiwen Mai, 2015. "Standard error estimation for mixed flood distributions with historic maxima," Environmetrics, John Wiley & Sons, Ltd., vol. 26(3), pages 229-242, May.
    4. R. A. Rigby & D. M. Stasinopoulos, 2005. "Generalized additive models for location, scale and shape," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(3), pages 507-554, June.
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