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  1. Journal of Agricultural, Biological, and Environmental Statistics
  2. Journal of Agricultural, Biological, and Environmental Statistics : Volume 21
  3. Journal of Agricultural, Biological, and Environmental Statistics : Volume 21, Issue 3, September 2016
  4. Latent Process Modelling of Threshold Exceedances in Hourly Rainfall Series
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Journal of Agricultural, Biological, and Environmental Statistics : Volume 22
Journal of Agricultural, Biological, and Environmental Statistics : Volume 21
Journal of Agricultural, Biological, and Environmental Statistics : Volume 21, Issue 4, December 2016
Journal of Agricultural, Biological, and Environmental Statistics : Volume 21, Issue 3, September 2016
Guest Editors’ Introduction to the Special Issue on “Seismomatics: Space–Time Analysis of Natural or Anthropogenic Catastrophes”
Effective Sample Size for Line Transect Sampling Models with an Application to Marine Macroalgae
Testing Self-Similarity Through Lamperti Transformations
Composite Likelihood Inference for Multivariate Gaussian Random Fields
Non-Stationary Dependence Structures for Spatial Extremes
European Population Exposure to Airborne Pollutants Based on a Multivariate Spatio-Temporal Model
Point Pattern Analysis of Spatial Deformation and Blurring Effects on Exceedances
Latent Process Modelling of Threshold Exceedances in Hourly Rainfall Series
A Varying Coefficients Model For Estimating Finite Population Totals: A Hierarchical Bayesian Approach
A Fused Lasso Approach to Nonstationary Spatial Covariance Estimation
A Note on the Royle–Nichols Model for Repeated Detection–Nondetection Data
Introduction to Ecological Sampling
Journal of Agricultural, Biological, and Environmental Statistics : Volume 21, Issue 2, June 2016
Journal of Agricultural, Biological, and Environmental Statistics : Volume 21, Issue 1, March 2016
Journal of Agricultural, Biological, and Environmental Statistics : Volume 20
Journal of Agricultural, Biological, and Environmental Statistics : Volume 19
Journal of Agricultural, Biological, and Environmental Statistics : Volume 18
Journal of Agricultural, Biological, and Environmental Statistics : Volume 17
Journal of Agricultural, Biological, and Environmental Statistics : Volume 16
Journal of Agricultural, Biological, and Environmental Statistics : Volume 15
Journal of Agricultural, Biological, and Environmental Statistics : Volume 14
Journal of Agricultural, Biological, and Environmental Statistics : Volume 13
Journal of Agricultural, Biological, and Environmental Statistics : Volume 12
Journal of Agricultural, Biological, and Environmental Statistics : Volume 11
Journal of Agricultural, Biological, and Environmental Statistics : Volume 10
Journal of Agricultural, Biological, and Environmental Statistics : Volume 9
Journal of Agricultural, Biological, and Environmental Statistics : Volume 8
Journal of Agricultural, Biological, and Environmental Statistics : Volume 7
Journal of Agricultural, Biological, and Environmental Statistics : Volume 6

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Latent Process Modelling of Threshold Exceedances in Hourly Rainfall Series

Content Provider Springer Nature Link
Author Bortot, Paola Gaetan, Carlo
Copyright Year 2016
Abstract Two features are often observed in analyses of both daily and hourly rainfall series. One is the tendency for the strength of temporal dependence to decrease when looking at the series above increasing thresholds. The other is the empirical evidence for rainfall extremes to approach independence at high enough levels. To account for these features, Bortot and Gaetan (Scand J Stat 41:606–621, 2014) focus on rainfall exceedances above a fixed high threshold and model their dynamics through a hierarchical approach that allows for changes in the temporal dependence properties when moving further into the right tail. It is found that this modelling procedure performs generally well in analyses of daily rainfalls, but has some inherent theoretical limitations that affect its goodness of fit in the context of hourly data. In order to overcome this drawback, we develop here a modification of the Bortot and Gaetan model derived from a copula-type technique. Application of both model versions to rainfall series recorded in Camborne, England, shows that they provide similar results when studying daily data, but in the analysis of hourly data the modified version is superior.
Starting Page 531
Ending Page 547
Page Count 17
File Format PDF
ISSN 10857117
Journal Journal of Agricultural, Biological, and Environmental Statistics
Volume Number 21
Issue Number 3
e-ISSN 15372693
Language English
Publisher Springer US
Publisher Date 2016-05-17
Publisher Place New York
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Asymptotic independence Exceedance Extreme values Generalized Pareto distribution Hourly rainfall Hierarchical model Latent process Statistics for Life Sciences, Medicine, Health Sciences Agriculture Monitoring/Environmental Analysis Biostatistics
Content Type Text
Resource Type Article
Subject Applied Mathematics Statistics and Probability Environmental Science Agricultural and Biological Sciences Statistics, Probability and Uncertainty
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