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| Titel |
On accuracy of upper quantiles estimation |
| VerfasserIn |
I. Markiewicz, W. G. Strupczewski, K. Kochanek |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1027-5606
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| Digitales Dokument |
URL |
| Erschienen |
In: Hydrology and Earth System Sciences ; 14, no. 11 ; Nr. 14, no. 11 (2010-11-03), S.2167-2175 |
| Datensatznummer |
250012475
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| Publikation (Nr.) |
 copernicus.org/hess-14-2167-2010.pdf |
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| Zusammenfassung |
| Flood frequency analysis (FFA) entails the estimation of the upper
tail of a probability density function (PDF) of annual peak flows
obtained from either the annual maximum series or partial duration
series. In hydrological practice, the properties of various methods
of upper quantiles estimation are identified with the case of known
population distribution function. In reality, the assumed
hypothetical model differs from the true one and one cannot assess
the magnitude of error caused by model misspecification in respect
to any estimated statistics. The opinion about the accuracy of the
methods of upper quantiles estimation formed from the case of known
population distribution function is upheld. The above-mentioned
issue is the subject of the paper. The accuracy of large quantile
assessments obtained from the four estimation methods is compared to
two-parameter log-normal and log-Gumbel distributions and their
three-parameter counterparts, i.e., three-parameter log-normal and
GEV distributions. The cases of true and false hypothetical models
are considered. The accuracy of flood quantile estimates depends on
the sample size, the distribution type (both true and hypothetical),
and strongly depends on the estimation method. In particular, the
maximum likelihood method loses its advantageous properties in case
of model misspecification. |
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