Print Email Facebook Twitter Estimates of extremes in the best of all possible worlds Title Estimates of extremes in the best of all possible worlds Author Van Nooyen, R.R.P. Kolechkina, A.G. Faculty Civil Engineering and Geosciences Department Water Management Date 2012-10-01 Abstract In applied hydrology the question of the probability of exceeding a certain value occurs regularly. Often it is in a context where extrapolation from a relatively short time series is needed. It is well known that in its simplest form extreme value theory applies to independent identically distributed random variables. It is also well known that more advanced theory allows for some degrees of correlation and that techniques for coping with trends are available. However, the problem of extrapolation remains. To isolate the effect of extrapolation we generate synthetic time series of length 20, 50 and 100 from known distributions to derive empirical distributions for the 1:100 and 1:1000 exceedance. Subject extremesestimatorsoptimizationstatistical distributions To reference this document use: http://resolver.tudelft.nl/uuid:fcc290f8-cf60-44a4-be68-189f29a2fb82 Publisher STAHY Source 3rd STAHY International Workshop on Statistical Methods for Hydrology and Water Resources Management, Tunis, Tunisia, 1-2 October 2012 Part of collection Institutional Repository Document type conference paper Rights (c) 2012 The Author(s) Files PDF 285306.pdf 634.24 KB Close viewer /islandora/object/uuid:fcc290f8-cf60-44a4-be68-189f29a2fb82/datastream/OBJ/view