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

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

O - Ostatní výsledky

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

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