Template-type: ReDIF-Paper 1.0
Author-Name: Lan-Fen Chu
Author-Workplace-Name: National Science and Technology Center for Disaster Taiwan 
Author-Name: Michael McAleer
Author-Person: pmc90 
Author-Workplace-Name: Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam.
Author-Name: Szu-Hua Wang
Author-Workplace-Name: Department of Urban Affairs and Environmental Planning Chinese Cultural University Taiwan.
Title: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
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.
Classification-JEL: Q54, Q51, Q57.
Keywords: Generalized extreme value, Extreme rainfall, Return level, Statistical modelling.
Note: For financial support, the first and third authors are most grateful to the Taiwan Climate Change Projection 
	and Information Platform Project (NSC 100-2621-M-492-001), and the second author wishes to acknowledge the 
	Australian Research Council, National Science Council, Taiwan, and the Japan Society for the Promotion of 
	Science.
Length: 12 pages 
Creation-Date: 2012 
Number: 2012-29 
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doicae1229.txt
File-URL: https://eprints.ucm.es/id/eprint/17573/1/1229.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doicae:1229