Počet záznamů: 1
Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data
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SYSNO ASEP 0350698 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Coverage probability of bootstrap confidence intervals in heavy-tailed frequency models, with application to precipitation data Tvůrce(i) Kyselý, Jan (UFA-U) RID, ORCID Zdroj.dok. Theoretical and Applied Climatology - ISSN 0177-798X
Roč. 101, 3-4 (2010), s. 345-361Poč.str. 17 s. Jazyk dok. eng - angličtina Země vyd. AT - Rakousko Klíč. slova bootstrap ; extreme value analysis ; confidence intervals ; heavy-tailed distributions ; precipitation amounts Vědní obor RIV DG - Vědy o atmosféře, meteorologie CEP KJB300420801 GA AV ČR - Akademie věd CEZ AV0Z30420517 - UFA-U, BC-A (2005-2011) UT WOS 000280578900009 DOI 10.1007/s00704-009-0190-1 Anotace The 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. Pracoviště Ústav fyziky atmosféry Kontakt Kateřina Adamovičová, adamovicova@ufa.cas.cz, Tel.: 272 016 012 ; Kateřina Potužníková, kaca@ufa.cas.cz, Tel.: 272 016 019 Rok sběru 2011
Počet záznamů: 1