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Details for article 15 of 17 found articles
| Title: |
Semiparametric estimation of extremes |
| Author: |
Sodahl, X. Godtliebsen, F. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 28 (1999) nr. 3 pages 569-595 |
| Year: |
1999 |
| Contents: |
In this paper we introduce a general semiparametrie approach which can be used in combination with bootstrapping for estimating extreme values and their uncertainties. Our method is compared to a parametric model where a Generalized Pareto distribution is fitted to exceedances above a threshold. In the simulation study we assume this threshold to be known. Still our new semi-parametric approach is able to give comparable results and. in some cases, our method is even preferable. The most important parameters in the semipara-nietric approach are estimated by constrained least-squares cross-validation. Our suggested approach can be used in several applications but in this paper we focus on extreme response estimation for slender marine structures which are known to have non-Gaussian response characteristics |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 15 of 17 found articles
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