QUANTILE SPLINE MODELS FOR GLOBAL TEMPERATURE-CHANGE

Citation
R. Koenker et F. Schorfheide, QUANTILE SPLINE MODELS FOR GLOBAL TEMPERATURE-CHANGE, Climatic change, 28(4), 1994, pp. 395-404
Citations number
15
Categorie Soggetti
Environmental Sciences","Metereology & Atmospheric Sciences
Journal title
ISSN journal
01650009
Volume
28
Issue
4
Year of publication
1994
Pages
395 - 404
Database
ISI
SICI code
0165-0009(1994)28:4<395:QSMFGT>2.0.ZU;2-K
Abstract
The Hansen and Lebedeff data set on global surface air temperature cha nge is reanalyzed using smoothing splines designed to estimate the con ditional quantile functions of global temperature over the last centur y. It is assumed only that the quantiles are smooth functions of time. The smoothness of the fitted quantile functions is determined by a da ta driven version of the Schwarz criterion. The estimates offer statis tical evidence of a break in the generally upward sloping trend of the temperature series during the period from 1940 to 1965, a finding ori ginally suggested by Hansen and Lebedeff (1987).