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

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60162694%3AG42__%2F15%3A00531376" target="_blank" >RIV/60162694:G42__/15:00531376 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216305:26210/15:PU112734

  • Result on the web

    <a href="http://vavtest.unob.cz/registr" target="_blank" >http://vavtest.unob.cz/registr</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

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

  • Original language description

    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 semiparametric 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.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    International Journal of Mathematics and Computers in Simulation

  • ISSN

    1998-0159

  • e-ISSN

  • Volume of the periodical

    9

  • Issue of the periodical within the volume

    15

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    9

  • Pages from-to

    94-102

  • UT code for WoS article

  • EID of the result in the Scopus database