Confidence intervals for return levels for the peaks-over-threshold approach

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• 作者：Thomas Schendel ; ^a ; ^{thomas.schendel@web.de} ; Rossukon Thongwichian^b
• 关键词：Flood frequency analysis ; Confidence interval ; Peaks-over-threshold ; Test inversion bootstrap ; Profile likelihood
• 刊名：Advances in Water Resources
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：99
• 期：Complete
• 页码：53-59
• 全文大小：428 K
• 卷排序：99

文摘

Confidence intervals for return levels of the POT approach are studied. The dual-domain structure of POT is taken into account. Test inversion bootstrap and Profile Likelihood are customized to the POT approach. The coverage error of confidence intervals is studied for these methods. Test inversion bootstrap performs best for estimating confidence intervals of POT.