About: A cautionary note on the use of nonparametric bootstrap for estimating uncertainties in extreme value models     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • The parametric and nonparametric approaches to the bootstrap are compared as to their performance in estimating uncertainties in extreme value models. Simulation experiments make use of several combinations of true and fitted probability distributions utilized in climatological and hydrological applications. The results demonstrate that for small to moderate sample sizes, the nonparametric bootstrap should be interpreted with caution since it leads to confidence intervals that are too narrow and underestimate the real uncertainties involved in the frequency models.
  • The parametric and nonparametric approaches to the bootstrap are compared as to their performance in estimating uncertainties in extreme value models. Simulation experiments make use of several combinations of true and fitted probability distributions utilized in climatological and hydrological applications. The results demonstrate that for small to moderate sample sizes, the nonparametric bootstrap should be interpreted with caution since it leads to confidence intervals that are too narrow and underestimate the real uncertainties involved in the frequency models. (en)
  • Článek srovnává parametrický a neparametrický přístup k bootstrapu při odhadování neurčitostí v modelech extrémních hodnot. Simulační experimenty jsou založeny na několika kombinacích skutečných a proložených rozdělení používaných v klimatologické a hydrologické praxi. Výsledky ukazují, že pro malé až středně velké výběry je třeba neparametrický bootstrap interpretovat opatrně, protože vede k příliš úzkým intervalům spolehlivosti a podhodnocuje skutečnou neurčitost frekvenčních modelů. (cs)
Title
  • A cautionary note on the use of nonparametric bootstrap for estimating uncertainties in extreme value models
  • Varovná poznámka o použití neparametrického bootstrapu k odhadování neurčitostí v modelech extrémních hodnot (cs)
  • A cautionary note on the use of nonparametric bootstrap for estimating uncertainties in extreme value models (en)
skos:prefLabel
  • A cautionary note on the use of nonparametric bootstrap for estimating uncertainties in extreme value models
  • Varovná poznámka o použití neparametrického bootstrapu k odhadování neurčitostí v modelech extrémních hodnot (cs)
  • A cautionary note on the use of nonparametric bootstrap for estimating uncertainties in extreme value models (en)
skos:notation
  • RIV/68378289:_____/08:00318601!RIV09-AV0-68378289
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA205/06/1535), Z(AV0Z30420517)
http://linked.open...iv/cisloPeriodika
  • 12
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 354072
http://linked.open...ai/riv/idVysledku
  • RIV/68378289:_____/08:00318601
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • bootstrap; resampling; extreme value analysis; Generalized extreme value distribution; Gumbel distribution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [DCC56AD5C71E]
http://linked.open...i/riv/nazevZdroje
  • Journal of Applied Meteorology and Climatology
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 47
http://linked.open...iv/tvurceVysledku
  • Kyselý, Jan
http://linked.open...ain/vavai/riv/wos
  • 000262496400014
http://linked.open...n/vavai/riv/zamer
issn
  • 1558-8424
number of pages
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software