Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378289%3A_____%2F10%3A00350698" target="_blank" >RIV/68378289:_____/10:00350698 - 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

Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data

Original language description

The paper compares coverage probabilities of confidence intervals of high quantiles (5-yr to 200-yr return values) constructed by the nonparametric and parametric bootstrap in frequency analysis of heavy-tailed data, typical for maxima of precipitation amounts. The simulation experiments are based on a wide range of models used for precipitation extremes (Generalized Extreme Value, Generalized Pareto, Generalized Logistic, and mixed distributions). We show that both bootstrap methods underestimate the width of the confidence intervals but that the parametric bootstrap is clearly superior to the nonparametric one.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

DG - Atmospheric sciences, meteorology

OECD FORD branch

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Project

<a href="/en/project/KJB300420801" target="_blank" >KJB300420801: Regional and grid-box extreme value models in high-resolution climate model outputs</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2010

Confidentiality

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

Name of the periodical

Theoretical and Applied Climatology

ISSN

0177-798X

e-ISSN

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Volume of the periodical

101

Issue of the periodical within the volume

3-4

Country of publishing house

AT - AUSTRIA

Number of pages

17

Pages from-to

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UT code for WoS article

000280578900009

EID of the result in the Scopus database

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