A region-based hierarchical model for extreme rainfall over the UK, incorporating spatial dependence and temporal trend

In this paper, we develop a Bayesian hierarchical model for extreme rainfall over the entire U.K. The model is based around a strong regional structure, so that for each of nine distinct physiographic regions, we impose a distinct model for the marginal behaviour that employs site-specific covariate information, and a model for the dependence structure. Using data collected at 204 locations over a 40-year period, the model is designed to meet the challenges posed by the problem, specifically: the distinct extremal behaviour in the different regions; the need to model extremal dependence for up to 25 sites within a region; and the possibility of temporal trends within the extreme rainfall climate. Copyright (c) 2012 John Wiley & Sons, Ltd.