Result Details
Modelling of precipitation extremes using parametric and nonparametric methods with automated threshold selection
Fusek Michal, Ing., Ph.D., UMAT (FEEC)
Michálek Jaroslav, doc. RNDr., CSc., FME (FME)
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 semi-parametric 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.
Extreme value, moment estimator, bootstrap, peaks-over-threshold, generalized Pareto distribution.
@article{BUT112523,
author="Jan {Holešovský} and Michal {Fusek} and Jaroslav {Michálek}",
title="Modelling of precipitation extremes using parametric and nonparametric methods with automated threshold selection",
journal="International Journal of Mathematics and Computers in Simulation",
year="2015",
volume="9",
number="1",
pages="94--102",
issn="1998-0159"
}