Exploring links between annual Maxima and Peaks over Threshold: a Study for the UK Records
Abstract
In the analysis of extremes there is well established mathematical connection between the parameters of distributions of extremes under the annual maxima or the peak over threshold (partial duration series) approach. These connection are derived under some specific distributional assumptions, primarily that the number of threshold exceedances is Poisson-distributed and that the threshold exceedances follow a Generalised Pareto distribution. In this work we investigate the validity of such assumptions for sample data exploiting quality controlled annual maxima and peaks over threshold river peak flow records made available by the National River Flow Archive in the United Kingdom. The analysis indicates that for some regions in the UK not all classical assumptions appear to hold, with an overall indication of overdispersion in the POT counts. The potential for transferring information between the two approaches for flood frequency estimation is explored, in particular as an approaches to tease out different types of changes in the behaviour of extremes for non-stationarity analyses.
- Publication:
-
AGU Fall Meeting Abstracts
- Pub Date:
- December 2022
- Bibcode:
- 2022AGUFM.H42E1323P