A region-based hierarchical model for extreme rainfall over the UK, incorporating spatial dependence and temporal trend


David Walshaw, School of Mathematics and Statistics, Herschel Building, Newcastle University, Newcastle upon Tyne NE1 7RU, U.K. E-mail: David.Walshaw@ncl.ac.uk


In this paper, we develop a Bayesian hierarchical model for extreme rainfall over the entire U.K. The model is based around a strong regional structure, so that for each of nine distinct physiographic regions, we impose a distinct model for the marginal behaviour that employs site-specific covariate information, and a model for the dependence structure. Using data collected at 204 locations over a 40-year period, the model is designed to meet the challenges posed by the problem, specifically: the distinct extremal behaviour in the different regions; the need to model extremal dependence for up to 25 sites within a region; and the possibility of temporal trends within the extreme rainfall climate. Copyright © 2012 John Wiley & Sons, Ltd.