Abstract
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.
| Translated title of the contribution | Una aproximación simple a los máximos de precipitación multifractal utilizando un modelo de distribución de valores extremos generalizados |
|---|---|
| Original language | English |
| Pages (from-to) | 1525-1531 |
| Number of pages | 7 |
| Journal | Stochastic Environmental Research and Risk Assessment |
| Volume | 27 |
| Issue number | 6 |
| DOIs | |
| State | Published - Aug 2013 |
Keywords
- Extreme-value distributions
- Multifractal processes
- Rainfall extremes
- Rainfall scaling