The flood probability distribution tail: How heavy is it?

DOI10.1007/S00477-006-0101-2zbMath1169.62395OpenAlexW2055501104WikidataQ58183628 ScholiaQ58183628MaRDI QIDQ841867

Pietro Bernardara, Michel Lang, Eric Sauquet, Daniel Schertzer, Ioulia Tchiguirinskaia

Publication date: 18 September 2009

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-006-0101-2

zbMATH Keywords

asymptotic behaviourheavy tailsmultifractalspower lawcascadesflood frequency analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Related Items (6)

A bivariate distribution with Lomax and geometric margins ⋮ A Bayesian approach for estimating extreme flood probabilities with upper-bounded distribution functions ⋮ EM algorithm for symmetric stable mixture model ⋮ Beta-\(\kappa \) distribution and its application to hydrologic events ⋮ A kappa distribution with a hydrological application ⋮ A comparative study of the adaptive choice of thresholds in extreme hydrologic events

Uses Software

• LMOMENTS
• ismev

Cites Work

• Kernel estimates of the tail index of a distribution
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• Sur la distribution limite du terme maximum d'une série aléatoire
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• An introduction to statistical modeling of extreme values
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