About: Comparison of Parametric and Nonparametric Estimates of Extreme Value Distribution

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The presented paper is focused on comparison of different approaches to estimation of parameters of extreme value distributions. The commonly used parametric methods are compared with several nonparametric approaches, and properties of the estimates are discussed. The parametric inference is based on the partial duration series method and the generalized Pareto distribution. Unknown parameters of the distribution are estimated using the maximum likelihood method, and the method of probability weighted moments, which are often used in hydrology. The nonparametric inference is based on results presented by Gomes and Oliveira (see [1]), and the tail index of the extreme value distribution is estimated using the bootstrap methodology. The performance of estimators is compared using real and simulated data. The real data consists of historical rainfall series in the form of rainfall intensities from six stations operated by the Czech Hydrometeorological Institute in South Moravian Region in the Czech Repub The presented paper is focused on comparison of different approaches to estimation of parameters of extreme value distributions. The commonly used parametric methods are compared with several nonparametric approaches, and properties of the estimates are discussed. The parametric inference is based on the partial duration series method and the generalized Pareto distribution. Unknown parameters of the distribution are estimated using the maximum likelihood method, and the method of probability weighted moments, which are often used in hydrology. The nonparametric inference is based on results presented by Gomes and Oliveira (see [1]), and the tail index of the extreme value distribution is estimated using the bootstrap methodology. The performance of estimators is compared using real and simulated data. The real data consists of historical rainfall series in the form of rainfall intensities from six stations operated by the Czech Hydrometeorological Institute in South Moravian Region in the Czech Repub (en)
Title	Comparison of Parametric and Nonparametric Estimates of Extreme Value Distribution Comparison of Parametric and Nonparametric Estimates of Extreme Value Distribution (en)
skos:prefLabel	Comparison of Parametric and Nonparametric Estimates of Extreme Value Distribution Comparison of Parametric and Nonparametric Estimates of Extreme Value Distribution (en)
skos:notation	RIV/00216305:26210/13:PU105190!RIV14-MSM-26210___
http://linked.open...avai/predkladatel	Fakulta strojního inženýrství
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Blachut, Vít Holešovský, Jan Fusek, Michal
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	66276
http://linked.open...ai/riv/idVysledku	RIV/00216305:26210/13:PU105190
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	extreme value ditribution, IDF curves, bootstrap (en)
http://linked.open.../riv/klicoveSlovo	extreme value ditribution IDF curves bootstrap
http://linked.open...ontrolniKodProRIV	[42613F01B671]
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	4 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Fusek, Michal Michálek, Jaroslav Holešovský, Jan Blachut, Vít
http://localhost/t...ganizacniJednotka	26210

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