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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

Author

Listed:
  • Chu, L-F.
  • McAleer, M.J.
  • Wang, S-H.

Abstract

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.

Suggested Citation

  • Chu, L-F. & McAleer, M.J. & Wang, S-H., 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," Econometric Institute Research Papers EI 2012-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Handle: RePEc:ems:eureir:38692
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    References listed on IDEAS

    as
    1. O. Yul Kwon, 2007. "South Korea," Chapters, in: Anis Chowdhury & Iyanatul Islam (ed.), Handbook on the Northeast and Southeast Asian Economies, chapter 2, Edward Elgar Publishing.
    2. Demetris Koutsoyiannis & George Baloutsos, 2000. "Analysis of a Long Record of Annual Maximum Rainfall in Athens, Greece, and Design Rainfall Inferences," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 22(1), pages 29-48, July.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Q51; Q54; Q57; extreme rainfall; generalized extreme value; return level; statistical modelling;
    All these keywords.

    JEL classification:

    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
    • Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
    • Q57 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Ecological Economics

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