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A multiple threshold method for fitting the generalized Pareto distribution to rainfall time series
generalized Pareto distribution rainfall time series
2010/12/22
Previous studies indicate the generalized Pareto distribution (GPD) as a suitable distribution function to reliably describe the exceedances of daily rainfall records above a proper optimum threshold,...
Robust Estimators in Generalized Pareto Models
global robustness local robustness finite sample breakdown point
2010/10/20
We study global and local robustness properties of several estimators for shape and scale in a generalized Pareto model. The estimators considered in this paper cover maximum likelihood estimators, sk...
TL-moments and L-moments estimation for the generalized Pareto distribution
GPD TL-moments L-moments skewness
2010/9/10
In this paper, the trimmed L-moments (TL-moments) and L-moments of the Generalized Pareto distribution (GPD) up to arbitrary order will be derived and used to obtain the first four TL-moments and Lmom...
EXPONENTIALITY VERSUS GENERALIZED PARETO——A RESISTANT AND ROBUST TEST
generalized Pareto distribution breakdown point resistance robustness broadened situations mixtures
2009/2/26
Using resistant and robust methods we propose the statistic Tn= (FU−M)/(M−FL)
for testing exponentiality versus generalized Pareto, where FU, FL and M are, respectively,
the upper and lo...
Comparison of Parameter Estimation Methods for the Three-Parameter Generalized Pareto Distribution
three-parameter generalized Pareto distribution moments probability-weighted moments maximum likelihood principle of maximum entropy least squares
2009/1/12
The generalized Pareto distribution, which is a special case of both exponential and Wakeby distribution, has good potential for the analysis of flood peaks because of its inherent properties. In this...
Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution
Wave-height hazard analysis Eastern Coast of Spain generalized Pareto distribution
2010/1/22
Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large e...