Model selection in extreme value regression for estimation of changes in return values over time applied to extreme annual regional CMIP6 desert temperatures

Abstract

Estimating changes in extremes quantiles from environmental processes non-stationary in time, from small samples is challenging since it is difficult to characterise tail non-stationarity adequately. Using annual maxima and minima of near-surface temperature (tas) from CMIP6 output for some Earth desert regions, we use generalised extreme value (GEV) regression to model changes in extreme quantiles in time. We consider candidate models with different parametric forms for the variation of GEV parameters with time, estimating parameters using Bayesian inference. We select optimal candidate models using model selection criteria, including the Akaike, Bayesian, divergence and widely-applicable information criteria. In an extreme value setting, the performance of different criteria is unreliable. We therefore undertake a simulation study using ground truth models generating data similar to our extrema, to assess performance of the criteria to minimise error in prediction of change DeltaQ in the 100-year return value of tas over (2015,2125). The Bayesian information criterion (BIC) provides best performance, out-performing the divergence and widely-applicable Information criteria. We compare BIC model selection with a stacked Bayesian model average. Using BIC-selected GEV regression, we estimate joint posterior distributions of DeltaQ, coupled over three climate scenarios, for different combinations of desert region, global climate model and climate ensemble. We find significant increases in DeltaQ for regional annual maxima under stronger forcing scenarios for all desert regions. Similar but weaker trends are observed for regional annual minima. There is evidence that extreme minima are warming more rapidly than extreme maxima in Antarctica, whereas most hot desert regions exhibit the opposite effect. An ancillary file of supplementary material is provided.