TY - JOUR
T1 - A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
AU - Babu, G. Jogesh
AU - Toreti, Andrea
N1 - Funding Information:
We acknowledge the World Climate Research Programme’s Working Group on Regional Climate, and the Working Group on Coupled Modeling, former coordinating body of CORDEX and responsible panel for CMIP5. We also thank the climate modeling groups (listed in Table 2 of this paper) for producing and making available their model output. We also acknowledge the Earth System Grid Federation infrastructure an international effort led by the U.S. Department of Energy’s Program for Climate Model Diagnosis and Intercomparison, the European Network for Earth System Modeling and other partners in the Global Organization for Earth System Science Portals (GO-ESSP). The work of G.J. Babu is supported in part by NSF grant AST-1047586 . The analyses have been performed by using R while maps have been produced with the Iris python package. We thank three anonymous referees for constructive suggestions which helped in improving the paper.
Publisher Copyright:
© 2016 The Authors.
PY - 2016
Y1 - 2016
N2 - We establish a general bootstrap procedure combined with a modified Anderson-Darling statistic. This procedure is proved to be valid for heavy tailed generalized Pareto distributions that are commonly used to model excesses over a high threshold in extreme value theory. Then, the method is applied to daily precipitation excesses simulated over the Euro-Mediterranean region in autumn by four regional climate models from the EURO-CORDEX initiative.
AB - We establish a general bootstrap procedure combined with a modified Anderson-Darling statistic. This procedure is proved to be valid for heavy tailed generalized Pareto distributions that are commonly used to model excesses over a high threshold in extreme value theory. Then, the method is applied to daily precipitation excesses simulated over the Euro-Mediterranean region in autumn by four regional climate models from the EURO-CORDEX initiative.
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U2 - 10.1016/j.jspi.2016.02.002
DO - 10.1016/j.jspi.2016.02.002
M3 - Article
AN - SCOPUS:84959110610
SN - 0378-3758
VL - 174
SP - 11
EP - 19
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
ER -
