Practical extreme value modelling of hydrological floods and droughts: a case study

DOI10.1007/s10687-004-4727-5zbMath1091.62132OpenAlexW2017030421MaRDI QIDQ2488442

Arnold Frigessi, Hege Hisdal, Kolbjørn Engeland

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-004-4727-5

zbMATH Keywords

maximum likelihood estimatorgeneralized extreme value distributiongeneralized Pareto distributionprobability weighted moments estimator

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Modelling oil and gas supply disruption risks using extreme-value theory and copula ⋮ Unnamed Item ⋮ Parameter estimation of the generalized Pareto distribution. I ⋮ Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions ⋮ Robust quantile estimation under bivariate extreme value models ⋮ Estimation of the Pareto and related distributions – A reference-intrinsic approach

Uses Software

• ismev
• bootlib

Cites Work

• Unnamed Item
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• Extremal theory for stochastic processes
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• The problem of regions
• Likelihood-based inference for extreme value model
• Maximum likelihood estimation in a class of nonregular cases
• Extreme value statistics and wind storm losses: A case study
• Estimating Probabilities of Extreme Sea-Levels
• Mathematical Analysis of Random Noise
• An introduction to statistical modeling of extreme values

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