A simple approximation to multifractal rainfall maxima using a generalized extreme value distribution model

被引:0
|
作者
Andreas Langousis
Alin A. Carsteanu
Roberto Deidda
机构
[1] University of Patras,Department of Civil Engineering
[2] National Polytechnic Institute,School of Physics and Mathematics
[3] University of Cagliari,Dipartimento di Ingegneria del Territorio
来源
Stochastic Environmental Research and Risk Assessment | 2013年 / 27卷
关键词
Rainfall extremes; Extreme-value distributions; Rainfall scaling; Multifractal processes;
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学科分类号
摘要
Among different approaches that have been proposed to explain the scaling structure of temporal rainfall, a significant body belongs to models based on sequences of independent pulses with internal multifractal structure. Based on a standard asymptotic result from extreme value theory, annual rainfall maxima are typically modelled using a generalized extreme value (GEV) distribution. However, multifractal rainfall maxima converge slowly to a GEV shape, with important shape-parameter estimation issues, especially from short samples. The present work uses results from multifractal theory to propose a solution to the GEV shape-parameter estimation problem, based on an iterative numerical procedure.
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页码:1525 / 1531
页数:6
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