Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator
When the extreme data were obtained from several sites in a region, spatial extreme analysis is always been considered. In this paper, we model the annual maximum rainfall data by using generalized extreme value distribution. We fit the model independently for each site to prevent extreme value comp...
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| Format: | Article |
| Language: | English English |
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Tamkang University Press
2021
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| Online Access: | https://eprints.ums.edu.my/id/eprint/31882/1/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator.pdf https://eprints.ums.edu.my/id/eprint/31882/2/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator1.pdf |
| _version_ | 1825714591025332224 |
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| author | Siow, Chen Sian Darmesah Gabda |
| author_facet | Siow, Chen Sian Darmesah Gabda |
| author_sort | Siow, Chen Sian |
| collection | UMS |
| description | When the extreme data were obtained from several sites in a region, spatial extreme analysis is always been considered. In this paper, we model the annual maximum rainfall data by using generalized extreme value distribution. We fit the model independently for each site to prevent extreme value complex modeling. However, it also cause the statistical assumption of dependency between sites been violated. Therefore, we applied the sandwich estimator to correct the variance of the model. We also consider an analysis of small sample sizes of the observed data. The method of penalized maximum likelihood estimation was carried out to improve the inference of the model. In the end, the return levels of the annual maximum rainfall data were computed by using the corrected model. |
| first_indexed | 2024-03-06T03:14:05Z |
| format | Article |
| id | ums.eprints-31882 |
| institution | Universiti Malaysia Sabah |
| language | English English |
| last_indexed | 2024-03-06T03:14:05Z |
| publishDate | 2021 |
| publisher | Tamkang University Press |
| record_format | dspace |
| spelling | ums.eprints-318822022-03-17T06:35:40Z https://eprints.ums.edu.my/id/eprint/31882/ Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator Siow, Chen Sian Darmesah Gabda QE1-996.5 Geology When the extreme data were obtained from several sites in a region, spatial extreme analysis is always been considered. In this paper, we model the annual maximum rainfall data by using generalized extreme value distribution. We fit the model independently for each site to prevent extreme value complex modeling. However, it also cause the statistical assumption of dependency between sites been violated. Therefore, we applied the sandwich estimator to correct the variance of the model. We also consider an analysis of small sample sizes of the observed data. The method of penalized maximum likelihood estimation was carried out to improve the inference of the model. In the end, the return levels of the annual maximum rainfall data were computed by using the corrected model. Tamkang University Press 2021 Article PeerReviewed text en https://eprints.ums.edu.my/id/eprint/31882/1/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator.pdf text en https://eprints.ums.edu.my/id/eprint/31882/2/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator1.pdf Siow, Chen Sian and Darmesah Gabda (2021) Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator. Journal of Applied Science and Engineering, 25 (3). pp. 417-420. ISSN 2708-9975 (E-ISSN) , 2708-9967 (P-ISSN) http://jase.tku.edu.tw/articles/jase-202206-25-3-0007.pdf http://dx.doi.org/10.6180/jase.202206_25(3).0007 http://dx.doi.org/10.6180/jase.202206_25(3).0007 |
| spellingShingle | QE1-996.5 Geology Siow, Chen Sian Darmesah Gabda Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title | Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title_full | Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title_fullStr | Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title_full_unstemmed | Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title_short | Modeling the Extreme Rainfall Data of Several Sites in Sabah using Sandwich Estimator |
| title_sort | modeling the extreme rainfall data of several sites in sabah using sandwich estimator |
| topic | QE1-996.5 Geology |
| url | https://eprints.ums.edu.my/id/eprint/31882/1/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator.pdf https://eprints.ums.edu.my/id/eprint/31882/2/Modeling%20the%20Extreme%20Rainfall%20Data%20of%20Several%20Sites%20in%20Sabah%20using%20Sandwich%20Estimator1.pdf |
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