Comparison of Parametric and Nonparametric Methods for Estimation of Hydrological Extremes
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F13%3APU104671" target="_blank" >RIV/00216305:26210/13:PU104671 - isvavai.cz</a>
Result on the web
<a href="https://www.tu-braunschweig.de/Medien-DB/stochastik/bridges-abstracts.pdf" target="_blank" >https://www.tu-braunschweig.de/Medien-DB/stochastik/bridges-abstracts.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Comparison of Parametric and Nonparametric Methods for Estimation of Hydrological Extremes
Original language description
In connection with the more frequent occurrence of extreme flood events in the Czech Republic, there is an increased interest in methods for modelling hydrological extremes. One of the commonly used methods is based on partial duration series and generalized Pareto distribution. Parameters of the distribution are usually estimated using parametric methods, e.g. maximum likelihood method and method of probability weighted moments. Another approach is based on nonparametric methods, where the tail index of the extreme value distribution is estimated using the bootstrap methodology. This contribution is focused on comparison of various approaches to estimation of parameters and parametric functions of extreme value distributions. Performance of the estimators is illustrated using real and/or simulated data.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů