Multivariate estimation of floods: the trivariate gumbel distribution
| Autor: | Jose A. Raynal-Villasenor, Carlos A. Escalante-Sanboval |
|---|---|
| Rok vydání: | 1998 |
| Předmět: |
Statistics and Probability
Multivariate statistics Estimation theory Applied Mathematics Univariate Estimator Multivariate normal distribution Gumbel distribution Modeling and Simulation Statistics Generalized extreme value distribution Econometrics Statistics::Methodology Statistics Probability and Uncertainty Extreme value theory Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 61:313-340 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949659808811917 |
| Popis: | Every year, floods take lives and damage properties in many parts of the World. A mean of reducing the damages caused by floods is with an adequate estimation of probable flows based on the probabilities of these events. For this purpose, a trivariate extreme value distribution have been derived from the logistic model for multivariate extreme value distributions. Due the complexity of the likelihood functions, the maximum likelihood estimators of the parameters of the trivariate distribution were obtained numerically by using a multivariable constrained non-linear optimization procedure which allows the cases of samples with different lengths of record. To investigate whether the estimates of the parameters based on trivariate procedures are better than those based on univariate procedures, the asymptotic variance—covariance matrices of the maximum likelihood estimators of the parameters for both procedures were determined. In addition, distribution sampling techniques were used to check if such asymptot... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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