Detail publikace

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

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Anglický název

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

Typ

Článek Scopus

Jazyk

en

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 anglicky

Extreme value, moment estimator, bootstrap, peaks-over-threshold, generalized Pareto distribution.

Vydáno

2015-04-01

ISSN

1998-0159

Časopis

International Journal of Mathematics and Computers in Simulation

Ročník

9

Číslo

1

Strany od–do

94–102

Počet stran

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"
}