A comparative study of the adaptive choice of thresholds in extreme hydrologic events

DOI10.1007/s00477-009-0348-5zbMath1416.62644OpenAlexW2133545952MaRDI QIDQ2002014

Jun-Haeng Heo, Woncheol Cho, Myoung-Jin Um

Publication date: 11 July 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-009-0348-5

zbMATH Keywords

generalized Pareto distributionoptimal thresholdsemi-parametric bootstrap methodtail index estimator

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Uses Software

• bootstrap

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