Publication detail
Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves
HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.
English title
Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves
Type
Paper in proceedings (conference paper)
Language
en
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 in English
extreme value theory; threshold selection; IDF curves; bootstrap
Released
2014-11-28
Location
Athens
ISBN
978-1-61804-256-9
ISSN
2227-4588
Book
Mathematical Methods in Science and Engineering
Journal
Advances in Mathematical and Computational Methods
Pages from–to
114–118
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"
}