| DOI: | 10.1007/s00382-011-1263-2
|
| Scopus记录号: | 2-s2.0-84871920389
|
| 论文题名: | Nonparametric analysis of high wind speed data |
| 作者: | Francisco-Fernández M.; Quintela-del-Río A.
|
| 刊名: | Climate Dynamics
|
| ISSN: | 9307575
|
| 出版年: | 2013
|
| 卷: | 40, 期:2017-01-02 | | 起始页码: | 429
|
| 结束页码: | 441
|
| 语种: | 英语
|
| 英文关键词: | Extreme values
; Generalized Pareto
; Hurricanes
; Nonparametric estimation
|
| 英文摘要: | In this paper, nonparametric curve estimation methods are applied to analyze time series of wind speeds, focusing on the extreme events exceeding a chosen threshold. Classical parametric statistical approaches in this context consist in fitting a generalized Pareto distribution (GPD) to the tail of the empirical cumulative distribution, using maximum likelihood or the method of the moments to estimate the parameters of this distribution. Additionally, confidence intervals are usually computed to assess the uncertainty of the estimates. Nonparametric methods to estimate directly some quantities of interest, such as the probability of exceedance, the quantiles or return levels, or the return periods, are proposed. Moreover, bootstrap techniques are used to develop pointwise and simultaneous confidence intervals for these functions. The proposed models are applied to wind speed data in the Gulf Coast of US, comparing the results with those using the GPD approach, by means of a split-sample test. Results show that nonparametric methods are competitive with respect to the standard GPD approximations. The study is completed generating synthetic data sets and comparing the behavior of the parametric and the nonparametric estimates in this framework. © 2011 Springer-Verlag. |
| Citation statistics: |
|
| 资源类型: | 期刊论文
|
| 标识符: | http://119.78.100.158/handle/2HF3EXSE/55052
|
| Appears in Collections: | 过去全球变化的重建
|
|
There are no files associated with this item.
|
|
作者单位: | Departamento de Matemáticas, Universidad de A Coruña, Facultad de Informática, Campus de Elviña s/n, A Coruña, 15071, Spain
|
| Recommended Citation: | |
Francisco-Fernández M.,Quintela-del-Río A.. Nonparametric analysis of high wind speed data[J]. Climate Dynamics,2013-01-01,40(2017-01-02)
|
|
|