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HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.
Originální název
Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves
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
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" }