On the Smoothing of the Generalized Extreme Value Distribution Parameters Using Penalized Maximum Likelihood: A Case Study on UVB Radiation Maxima in the Mexico City Metropolitan Area

Abstract

This paper concerns the use and implementation of penalized maximum likelihood procedures to fitting smoothing functions of the generalized extreme value distribution parameters to analyze spatial extreme values of ultraviolet B radiation (UVB) radiation across the Mexico City metropolitan area in the period 2000−2018. The model was fitted using a flexible semi-parametric approach and the parameters were estimated by the penalized maximum likelihood (PML) method. In order to investigate the performance of the model as well as the estimation method in the analysis of complex nonlinear trends for UVB radiation maxima, a simulation study was conducted. The results of the simulation study showed that penalized maximum likelihood yields better regularization to the model than the maximum likelihood estimates. We estimated return levels of extreme UVB radiation events through a nonstationary extreme value model using measurements of ozone ( O 3 ), nitrogen oxides ( NO x ), particles of 10 μ m or less in diameter ( PM 10 ), carbon monoxide (CO), relative humidity (RH) and sulfur dioxide ( SO 2 ). The deviance statistics indicated that the nonstationary generalized extreme value (GEV) model adjusted was statistically better compared to the stationary model. The estimated smoothing functions of the location parameter of the GEV distribution on the spatial plane for different periods of time reveal the existence of well-defined trends in the maxima. In the temporal plane, a presence of temporal cyclic components oscillating over a weak linear component with a negative slope is noticed, while in the spatial plane, a weak nonlinear local trend is present on a plane with a positive slope towards the west, covering the entire study area. An explicit spatial estimate of the 25-year return period revealed that the more extreme risk levels are located in the western region of the study area.

Keywords

• penalized maximum likelihood
• extreme value theory
• smoothing functions
• nonstationary
• uvb radiation
• mexico city