Detail publikace

Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Originální název

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

When dealing with extreme values estimation, the threshold models are often used. However, a proper threshold selection is one of the problems which have to be solved. In this paper, we concentrate on this issue in order to compare an automated threshold selection based on multiple-threshold model with double bootstrap technique based on semi-parametric estimation. A case study is carried out to evaluate estimations of intensity-duration-frequency curves which represent commonly used hydrological tool. A special attention is also paid to the assessment of an impact of the series length on the estimation quality.

Klíčová slova

extreme value theory; threshold selection; IDF curves; bootstrap

Autoři

HOLEŠOVSKÝ, J.; FUSEK, M.; MICHÁLEK, J.

Rok RIV

2014

Vydáno

28. 11. 2014

Místo

Athens

ISBN

978-1-61804-256-9

Kniha

Mathematical Methods in Science and Engineering

Edice

Mathematics and Computers in Science and Engineering Series

ISSN

2227-4588

Periodikum

Advances in Mathematical and Computational Methods

Stát

Řecká republika

Strany od

114

Strany do

118

Strany počet

BibTex

@inproceedings{BUT110889,
  author="Jan {Holešovský} and Michal {Fusek} and Jaroslav {Michálek}",
  title="Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves",
  booktitle="Mathematical Methods in Science and Engineering",
  year="2014",
  series="Mathematics and Computers in Science and Engineering Series",
  journal="Advances in Mathematical and Computational Methods",
  pages="114--118",
  address="Athens",
  isbn="978-1-61804-256-9",
  issn="2227-4588"
}