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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
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" }