Statistical downscaling of extreme precipitation events using extreme value theory

Extremes

Volumn 13, Issue 2, 2010, Pages 109-132

  Friederichs, Petra ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Downscaling; EVT; Precipitation; Quantile regression

Indexed keywords

EID: 77951976155     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-010-0107-5     Document Type: Article

References (43)

1. Alexander, L. V., et al.: Global observed changes in daily climate extremes of temperature and precipitation. J. Geophys. Res. 111, D05, 109 (2006). doi: 10. 1029/2005JD006290.
2. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J. L.: Statistics of Extremes. Wiley, Chichester (2004).
3. Bremnes, J. B.: Probabilistic forecasts of precipitation in terms of quantiles using NWP model output. Mon. Weather Rev. 132, 338-347 (2004).
4. Coles, S.: An Introduction to Statistical Modeling of Extreme Values. Springer Series in Statistics. Springer, London (2001).
5. Embrechts, P., Klüppelberg, C., Mikosch, T.: Modelling Extremal Events for Insurance and Finance. Springer, Berlin (1997).
6. Embrechts, P., Klüppelberg, C., Mikosch, T.: Modelling Extremal Events for Insurance and Finance. Springer, Berlin (2003).
7. Fahrmeir, L., Tutz, G.: Multivariate Statistical Modelling Based on Generalized Linear Models. Springer Series in Statistics. Springer, New-York (1994).
8. Fisher, R. A., Tippett, L. H. C.: On the estimation of the frequency distributions of the largest or smallest member of a sample. Proc. Camb. Philol. Soc. 24, 180-190 (1928).
9. Fowler, H. J., Kilsby, C. G.: Implications of changes in seasonal and annual extreme rainfall. Geophys. Res. Lett. 30, 1720 (2003). doi: 10. 1029/2003GL017327.
10. Frei, C., Schär, C.: Detection probability of trends in rare events: theory and application to heavy precipitation in the Alpine region. J. Climate 14, 1568-1584 (2001).
11. Frich, P., Alexander, L. V., Della-Marta, P., Gleason, B., Haylock, M., Klein Tank, A. M. G., Peterson, T.: Observed coherent changes in climatic extremes during the second half of the twentieth century. Clim. Res. 19, 193-212 (2002).
12. Friederichs, P., Hense, A.: Statistical downscaling of extreme precipitation events using censored quantile regression. Mon. Weather Rev. 135, 2365-2378 (2007).
13. Friederichs, P., Hense, A.: A probabilistic forecast approach for daily precipitation totals. Weather Forecast. 23, 659-673 (2008).
14. Friederichs, P., Paeth, H.: Seasonal prediction of african precipitation with echam4-t42 ensemble simulations using a multivariate mos prediction scheme. Clim. Dyn. 27, 761-786 (2005). doi: 10. 1007/s00382-006-0154-4.
15. Gnedenko, B.: Sur la distribution limite du terme maximum d'une serie aléatoire. Ann. Math. 44, 423-453 (1943).
16. Gneiting, T., Raftery, A. E.: Strictly proper scoring rules, prediction, and estimation. J. Am. Stat. Assoc. 102, 359-378 (2007).
17. Gumbel, E. J.: Statistics of Extremes. Columbia University Press, New York (1958).
18. Hamill, T. M., Whitaker, J. S., Wei, X.: Ensemble re-forecasting: improving medium-range forecast skill using retrospective forecasts. Mon. Weather Rev. 132, 1434-1447 (2004).
19. He, X.: Quantile curves without crossing. Am. Stat. 51, 186-192 (1997).
20. Heuer, K. O.: Analyse täglicher Extremniederschläge in Deutschland mit Hilfe der Extremwertstatistik. Diplomarbeit, Meteorologisches Institut, Rheinischen Friedrich-Wilhelms-Universität Bonn (2006).
21. Katz, R. W., Parlange, M. B., Naveau, P.: Statistics of extremes in hydrology. Adv. Water Resour. 25, 1287-1304 (2002).
22. Kharin, V. V., Zwiers, F. W.: Changes in the extremes in an ensemble of transient climate simulation with a coupled atmosphere-ocean GCM. J. Climate 13, 3760-3788 (2000).
23. Kharin, V. V., Zwiers, F. W., Zhang, X., Hegerl, G. C.: Changes in temperature and precipitation extremes in the IPCC ensemble of global coupled model simulations. J. Climate 20, 1419-1444 (2007).
24. Koenker, R.: Quantile Regression. Econometric Society Monographs, vol. 38. Cambridge University Press, Cambridge (2005).
25. Koenker, R., Bassett, B.: Regression quantiles. Econometrica 46, 33-49 (1978).
26. Koenker, R., Machado, J. A. F.: Goodness of fit and related inference processes for quantile regression. J. Am. Stat. Assoc. 94, 1296-1310 (1999).
27. Mason, S. J., Galpin, J. S., Goddard, L., Graham, N. E., Rajartnam, B.: Conditional exceedance probabilities. Mon. Weather Rev. 135, 363-372 (2007).
28. Mudelsee, M., Börngen, M., Tetzlaff, G., Grünewald, U.: No upward trends in the occurrence of extreme floods in central Europe. Nature 425, 166-169 (2003).
29. Murphy, A. H.: Hedging and skill scores for probability forecasts. J. Appl. Meteorol. 12, 215-223 (1973).
30. Nelder, J. A., Mead, R.: A simplex algorithm for function minimization. Comput. J. 7, 308-313 (1965).
31. Neyman, J., Scott, E. L.: Some outstanding problems relating to rain modification. In: Proc. 5th Berkeley Symp. Math. Statist. Prob., vol. 5, pp. 293-326 (1967).
32. Osborn, T. J., Hulme, M.: Evidence for trends in heavy rainfall events over the United Kingdom. Philos. Trans. R. Soc. Lond. Ser. A 360, 1313-1325 (2002).
33. Pickands, J.: The two-dimensional Poisson process and extremal processes. J. Appl. Probab. 8, 745-756 (1971).
34. R Development Core Team: R: A language and environment for statistical computing. http://www. R-project. org (2003).
35. Resnick, S.: Extreme Values, Regular Variation, and Point Processes. Springer, New York (1987).
36. Schmidli, J., Frei, C., Vidale, P. L.: Downscaling from gcm precipitation: a benchmark for dynamical and statistical downscaling methods. Int. J. Climatol. 26, 679-689 (2006).
37. Uppala, S. M., et al.: The ERA-40 re-analysis. Q. J. R. Meteorol. Soc. 131, 2961-3012 (2005).
38. Vrac, M., Naveau, P.: Stochastic downscaling of precipitation: from dry events to heavy rainfalls. Water Resour. Res. 43, W07402 (2007a). doi: 10. 1029/2006WR005308.
39. Vrac, M., Paillard, D., Naveau, P.: Non-linear statistical downscaling of present and LGM precipitation and temperatures over europe. Climate of the Past Discussions 3(4), 899-933 (2007b).
40. Widmann, M., Bretherton, C. S., Salathé, E. P.: Statistical precipitation downscaling over the Northwestern United States using numerically simulated precipitation as a predictor. J. Climate 16, 799-816 (2003).
41. Wilks, D. S., Hamill, T. M.: Comparison of ensemble-MOS methods using GFS reforecasts. Mon. Weather Rev. 135, 2379-2390 (2007).
42. Yu, K., Moyeed, R. A.: Bayesian quantile regression. Stat. Probab. Lett. 54, 437-447 (2001).
43. Zwiers, F. W., Kharin, V. V.: Changes in the extremes of the climate simulated by CCC GCM2 under CO2 doubling. J. Climate 11, 2200-2222 (1998).