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

DOI10.1007/S00477-009-0348-5zbMATH Open1416.62644OpenAlexW2133545952MaRDI QIDQ2002014FDOQ2002014

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

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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)

Cites Work

• Title not available (Why is that?)
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• Mixed moment estimator and location invariant alternatives
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• The flood probability distribution tail: How heavy is it?
• Bootstrap confidence intervals for tail indices.
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Cited In (2)

• A multiple criteria decision modelling approach to selection of estimation techniques for fitting extreme floods
• Return period of bivariate distributed extreme hydrological events

Uses Software

• bootstrap

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