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There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…

Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…

Applications · Statistics 2009-11-13 Mathieu Ribatet , Taha B. M. J. Ouarda , Eric Sauquet , Jean-Michel Grésillon

Stochastic precipitation generators (SPGs) are a class of statistical models which generate synthetic data that can simulate dry and wet rainfall stretches for long durations. Generated precipitation time series data are used in climate…

Applications · Statistics 2022-12-14 Reetam Majumder , Nagaraj K. Neerchal , Amita Mehta

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

Probability · Mathematics 2018-06-28 V. Yu. Korolev , A. K. Gorshenin , S. K. Gulev , K. P. Belyaev , A. A. Grusho

One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Francesco Ragone , Freddy Bouchet

Weather extremes produce major impacts on society and ecosystems and are likely to change in likelihood and magnitude with climate change. However, very low probability events are hard to characterize statistically using observations or…

Applications · Statistics 2026-04-28 Christopher J. Paciorek , Daniel Cooley

A computationally inexpensive, analytically simple, and remarkably efficient rain attenuation prediction algorithm is presented in this paper. The algorithm, here referred to as the Quasi-Moment-Method, has only two main requirements for…

Signal Processing · Electrical Eng. & Systems 2024-02-16 Adeniyi Adekola , Ayotunde Ayorinde , Hisham Muhammed , Francis Okewole , Ike Mowete

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

Typically, physical and conceptual rainfall-runoff models are developed independently and are based on different, though not entirely incompatible, governing principles. In this work, we perform a systematic asymptotic analysis of a typical…

Fluid Dynamics · Physics 2023-12-05 Piotr Morawiecki , Philippe H. Trinh

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional approach is parametric fitting to the limiting distribution --…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…

Statistics Theory · Mathematics 2024-02-28 Xinyu Chen , Yuanqi Xie , Achraf Cohen , Shusen Pu

We carry out a study of the statistical distribution of rainfall precipitation data for 20 cites in India. We have determined the best-fit probability distribution for these cities from the monthly precipitation data spanning 100 years of…

Applications · Statistics 2018-08-20 Anumandla Sukrutha , Sristi Ram Dyuthi , Shantanu Desai

Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value…

Methodology · Statistics 2019-03-06 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed , Maurice Schmeits

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

Statistics Theory · Mathematics 2025-02-24 Huiming Zhang , Song Xi Chen

General hypergeometric distribution (GHGD) definition: from a finite space $N$ containing $n$ elements, randomly select totally $T$ subsets $M_i$ (each contains $m_i$ elements, $1 \geq i \geq T$), what is the probability that exactly $x$…

Probability · Mathematics 2022-09-01 Xing-gang Mao , Xiao-yan Xue

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

Statistics Theory · Mathematics 2014-07-04 Ali Akbar Jafari , Saeid Tahmasebi , Morad Alizadeh