Applications of threshold models and the weighted bootstrap for Hungarian precipitation data

László Varga; Pál Rakonczai; András Zempléni

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arXiv · 1310.7918

Applications of threshold models and the weighted bootstrap for Hungarian precipitation data

László Varga·Pál Rakonczai·András Zempléni

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Abstract

This paper presents applications of the peaks-over threshold methodology for both the univariate and the recently introduced bivariate case, combined with a novel bootstrap approach. We compare the proposed bootstrap methods to the more traditional profile likelihood. We have investigated 63 years of the European Climate Assessment daily precipitation data for five Hungarian grid points, first separately for the summer and winter months, then aiming at the detection of possible changes by investigating 20 years moving windows. We show that significant changes can be observed both in the univariate and the bivariate cases, the most recent period being the most dangerous, as the return levels here are the highest. We illustrate these effects by bivariate coverage regions.

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László Varga, Pál Rakonczai, András Zempléni. 2013-10-29. Applications of threshold models and the weighted bootstrap for Hungarian precipitation data. https://arxiv.org/abs/1310.7918

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