Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F14%3APU110307" target="_blank" >RIV/00216305:26210/14:PU110307 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment
Original language description
The extreme value theory is widely applied in order to estimate the frequency of rare and extreme events. However, the increasing demands on protection of human and their properties give a rise to requirement for more accurate prediction and estimation.The purpose of the contribution is to introduce and compare several parametric and nonparametric techniques meant for extreme value index estimation under the assumption of a threshold model.The nonparametric estimators make use of high enough order statistics, which are selected on the basis of double bootstrap methodology [1]. Both approaches are further applied to estimation of intensity-duration-frequency curves, which represent an important tool in hydrological praxis. The properties of estimatorsand their impact on the curves estimation are discussed. [1] Gomes, M. I., Oliveira, O. (2002). The Bootstrap Methodology in Statistics of Extremes ? Choice of the Optimal Sample Fraction. In Extremes 4(4): 331-358.
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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