Detail publikace

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

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Originální název

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

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

9

Číslo

1

Stát

Spojené státy americké

Strany od

94

Strany do

102

Strany počet

9

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"
}