The sandwich estimator approach counting for inter-site dependence of extreme river flow in Sabah

Abstract

Regional estimation method is often used for estimating parameters of a distribution when data are available at many sites in a region to capture inter-site dependence. In this paper, we fit generalized extreme value distribution independently to model data of river flows at each sites in Sabah to avoid extreme value complex modeling. Since our approach violated the condition of spatial analysis, we consider the adjusted standard error to correct the wrong assumption of our marginal approach. As a result, we have an appropriate corrected variance of the generalized extreme value parameters.