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

DOI10.1007/S00477-009-0348-5MaRDI QIDQ2002014zbMATHOpenAlexFDO

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

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

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

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Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
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• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
• Tail index estimation and an exponential regression model
• The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
• The flood probability distribution tail: How heavy is it?
• ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter

Cited in

(3)

• Probability models and some mathematical techniques on parameter estimation for daily rainfall extremes: application to daily rainfall in southern Thailand
• A multiple criteria decision modelling approach to selection of estimation techniques for fitting extreme floods
• Return period of bivariate distributed extreme hydrological events

Describes a project that uses

Uses Software

• bootstrap

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