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Citation Cannon, AJ. 2015. An intercomparison of regional and at-site extreme value analyses in southern British Columbia, Canada. Canadian Journal of Civil Engineering 42:107-119.
Organization PCIC
URL http://www.nrcresearchpress.com/doi/abs/10.1139/cjce-2014-0361#.Vm8u8WQrLed
Abstract/Description or Keywords Rainfall extreme value estimates in Canada have historically been based on fitting the Gumbel distribution to annual maxima at individual sites by the method of moments (MOM). Studies have, however, shown that regional frequency analyses (RFA) may perform better than at-site methods. Also, the Fréchet rather than Gumbel form of the generalized extreme value (GEV) distribution may better describe the distribution of annual extremes. In this study, at-site Gumbel MOM and GEV extreme value analyses based on L-moment, maximum likelihood (MLE), and generalized maximum likelihood (GML) estimators are compared against RFA with L-moment methods at stations in southern British Columbia, Canada via cross-validation and Monte Carlo simulations. While GEV shape parameter estimates are predominately negative, qualitatively showing weak evidence for the Fréchet form of the GEV distribution, field significant differences from the Gumbel distribution in the region are not found. Regional frequency analysis leads to substantial reductions in error relative to at-site methods, especially for the GEV distribution and small samples. While Gumbel estimators exhibit lower variance than GEV estimators, they are also more biased, underestimating 100 year return levels. Of the at-site GEV estimators, GML tended to perform better than the L-moment estimator, in some cases nearing performance of RFA. Maximum likelihood performed worst, especially for small samples sizes.
Information Type Article
Regional Watershed Coast Region
Sub-watershed if known
Aquifer #
Project status complete
Contact Name Alex Cannon
Contact Email [email protected]