The flood probability distribution tail: How heavy is it?

DOI10.1007/S00477-006-0101-2MaRDI QIDQ841867zbMATH OpenOpenAlexWikidataFDO

Authors Pietro Bernardara, Daniel Schertzer, Eric Sauquet, Ioulia Tchiguirinskaia, Michel Lang

Publication date 18 September 2009

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

Full work available at URL https://doi.org/10.1007/s00477-006-0101-2

zbMATH Keywords

power lawheavy tailsasymptotic behaviourmultifractalscascadesflood frequency analysis

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) 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 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 3824949 (Why is no real title available?)
• scientific article; zbMATH DE number 3635457 (Why is no real title available?)
• scientific article; zbMATH DE number 1059167 (Why is no real title available?)
• scientific article; zbMATH DE number 1082202 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• A simple general approach to inference about the tail of a distribution
• An introduction to statistical modeling of extreme values
• Kernel estimates of the tail index of a distribution
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Statistical inference using extreme order statistics
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(13)

• A Bayesian approach for estimating extreme flood probabilities with upper-bounded distribution functions
• How Bad is the Freedom to Flood-It?
• A comparative study of the adaptive choice of thresholds in extreme hydrologic events
• A bivariate distribution with Lomax and geometric margins
• Graphical characterisation of probability distribution tails
• Wavelet variances for heavy-tailed time series
• Tales of the Wakeby tail and alternatives when modelling extreme floods
• A seasonal mixed-POT model to estimate high flood quantiles from different event types and seasons
• Beta-\(\kappa \) distribution and its application to hydrologic events
• EM algorithm for symmetric stable mixture model
• Estimation of flood frequencies from data sets with outliers using mixed distribution functions
• A kappa distribution with a hydrological application
• Scaling properties of flood peaks

Describes a project that uses

Uses Software

• ismev
• LMOMENTS

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