Extreme Value Analysis
| Autor: | Helena Penalva, Sandra Nunes, M. Manuela Neves |
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| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: | |
| Zdroj: | Revstat Statistical Journal, Vol 14, Iss 2 (2016) |
| Druh dokumentu: | article |
| ISSN: | 1645-6726 2183-0371 |
| DOI: | 10.57805/revstat.v14i2.186 |
| Popis: | Extreme value theory is dedicated to characterise the behaviour of the extreme observations. The interest is then focused in the tails of the underlying distribution. It is important to test for the adequate shape of the tail, because it influences the estimation of parameters of extreme or even rare events. The aim of this work is to present a brief overview on several tests and parameter estimation procedures available in the literature. They will be applied to daily mean flow discharge rate values in the hydrometric station of Fragas da Torre in the river Paiva, collected from 1946/47 to 2005/06. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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