Detail publikace

Modelling of precipitation extremes using parametric and nonparametric methods with automated threshold selection

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Originální název

Typ

článek v časopise ve Scopus, Jsc

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. Both estimation procedures are compared using simulations. 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, moment estimator, bootstrap, peaks-over-threshold, generalized Pareto distribution.

Autoři

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

Rok RIV

2015

Vydáno

1. 4. 2015

ISSN

1998-0159

Periodikum

International Journal of Mathematics and Computers in Simulation

Ročník

Číslo

Stát

Spojené státy americké

Strany od

Strany do

102

Strany počet

BibTex

@article{BUT112523,
  author="Jan {Holešovský} and Michal {Fusek} and Jaroslav {Michálek}",
  title="Modelling of precipitation extremes using parametric and nonparametric methods with automated threshold selection",
  journal="International Journal of Mathematics and Computers in Simulation",
  year="2015",
  volume="9",
  number="1",
  pages="94--102",
  issn="1998-0159"
}