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arXiv · 1802.09387

Estimating Precipitation Extremes using Log-Histospline

Whitney K. Huang·Douglas W. Nychka·Hao Zhang
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Abstract

One of the commonly used approaches to modeling extremes is the peaks-over-threshold (POT) method. The POT method models exceedances over a threshold that is sufficiently high or low so that the exceedance has approximately a generalized Pareto distribution (GPD). This method requires the selection of a threshold that might affect the estimates. Here we propose an alternative method, the Log-Histospline (LHSpline), to explore modeling the tail behavior and the remainder of the density in one step using the full range of the data. LHSpline applies a smoothing spline model to a finely binned histogram of the log transformed data to estimate its log density. By construction, a LHSpline estimation is constrained to have polynomial tail behavior, a feature commonly observed in daily rainfall observations. We illustrate the LHSpline method by analyzing precipitation data collected in Houston, Texas.

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Whitney K. Huang, Douglas W. Nychka, Hao Zhang. 2018-02-26. Estimating Precipitation Extremes using Log-Histospline. https://arxiv.org/abs/1802.09387

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