Počet záznamů: 1  

Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data

  1. 1.
    SYSNO ASEP0350698
    Druh ASEPJ - Článek v odborném periodiku
    Zařazení RIVJ - Článek v odborném periodiku
    Poddruh JČlánek ve WOS
    NázevCoverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data
    Tvůrce(i) Kyselý, Jan (UFA-U) RID
    Zdroj.dok.Theoretical and Applied Climatology - ISSN 0177-798X
    Roč. 101, 3-4 (2010), s. 345-361
    Poč.str.17 s.
    Jazyk dok.eng - angličtina
    Země vyd.AT - Rakousko
    Klíč. slovabootstrap ; extreme value analysis ; confidence intervals ; heavy-tailed distributions ; precipitation amounts
    Vědní obor RIVDG - Vědy o atmosféře, meteorologie
    CEPKJB300420801 GA AV ČR - Akademie věd
    CEZAV0Z30420517 - UFA-U, BC-A (2005-2011)
    UT WOS000280578900009
    DOI10.1007/s00704-009-0190-1
    AnotaceThe paper compares coverage probabilities of confidence intervals of high quantiles (5-yr to 200-yr return values) constructed by the nonparametric and parametric bootstrap in frequency analysis of heavy-tailed data, typical for maxima of precipitation amounts. The simulation experiments are based on a wide range of models used for precipitation extremes (Generalized Extreme Value, Generalized Pareto, Generalized Logistic, and mixed distributions). We show that both bootstrap methods underestimate the width of the confidence intervals but that the parametric bootstrap is clearly superior to the nonparametric one.
    PracovištěÚstav fyziky atmosféry
    KontaktKateřina Adamovičová, adamovicova@ufa.cas.cz, Tel.: 272 016 012 ; Kateřina Potužníková, kaca@ufa.cas.cz, Tel.: 272 016 019
    Rok sběru2011