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

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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 estimators and 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. 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 estimators and 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. (en)
Title	Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment (en)
skos:prefLabel	Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment Estimation of Extreme Values: A Case Study for the Intensity-Duration-Frequency Curves Assessment (en)
skos:notation	RIV/00216305:26210/14:PU110307!RIV15-MSM-26210___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Michálek, Jaroslav Holešovský, Jan
http://linked.open.../riv/druhVysledku	O - Ostatní výsledky nezařaditelné do žádného z výše uvedených druhů výsledku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoké učení technické v Brně / Fakulta strojního inženýrství
http://linked.open...dnocenehoVysledku	15058
http://linked.open...ai/riv/idVysledku	RIV/00216305:26210/14:PU110307
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Extreme value, intensity-duration-frequency curve, nonparametric estimator, extreme value index (en)
http://linked.open.../riv/klicoveSlovo	Extreme value intensity-duration-frequency curve nonparametric estimator extreme value index
http://linked.open...ontrolniKodProRIV	[30B57318AAA6]
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Michálek, Jaroslav Holešovský, Jan
http://localhost/t...ganizacniJednotka	26210

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