Publication detail

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

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Original Title

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

Type

conference paper

Language

English

Original Abstract

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.

Keywords

extreme value theory; threshold selection; IDF curves; bootstrap

Authors

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

RIV year

2014

Released

28. 11. 2014

Location

Athens

ISBN

978-1-61804-256-9

Book

Mathematical Methods in Science and Engineering

Edition

Mathematics and Computers in Science and Engineering Series

ISBN

2227-4588

Periodical

Advances in Mathematical and Computational Methods

State

Hellenic Republic

Pages from

114

Pages to

118

Pages count

5

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"
}