Extreme value theory based on the r largest annual events: A robust approach

Journal of Hydrology

Volumn 200, Issue 1-4, 1997, Pages 295-306

  Dupuis, D J ^a  

^a DALHOUSIE UNIVERSITY   (Canada)

Author keywords

Numerical maximum likelihood; Optimal B robust estimates; Statistical distributions

Indexed keywords

ESTIMATION; FUNCTIONS; MATHEMATICAL MODELS; STATISTICAL METHODS;

EXTREME VALUE THEORY; NUMERICAL MAXIMUM LIKELIHOOD; STATISTICAL DISTRIBUTION;

HYDROLOGY;

EXTREME EVENT; MAXIMUM LIKELIHOOD; ROBUST ESTIMATION; SEA LEVEL;

EID: 0031574472     PISSN: 00221694     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1694(97)00022-X     Document Type: Article

References (13)

1. Dupuis, D.J., Field, C.A., 1997. Robust estimation of extremes. Can. J. Stat. (submitted).
2. Fisher, R.A., Tippett, L.H.C., 1928. Limiting forms of the frequency distribution of the largest and the smallest member of a sample. Proc. Camb. Philos. Soc. 24, 180-190.
3. Hampel, F.R., 1968. Contributions to the theory of robust estimation. Ph.D. Thesis, University of California, Berkeley.
4. Hampel, F.R., 1974. The influence curve and its role in robust estimation. J. Am. Stat. Assoc. 69, 383-393.
5. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A., 1986. Robust Statistics: The Approach Based on Influence Functions. New York, Wiley.
6. Heritier, S., Ronchetti, E., 1994. Robust bounded-influence tests in general parametric models. J. Am. Stat. Assoc. 89, 897-904.
7. Hosking, J.R.M., Wallis, J.R., Wood, E.F., 1985. Estimation of the generalized extreme-value distribution by the method of probability-weighted moments. Technometrics 27, 251-261.
8. Huber, P.J., 1964. Robust estimation of a location parameter. Ann. Math. Stat. 35, 73-101.
9. Pirazzoli, P., 1982. Maree estreme a Venezia (periodo 1872-1981). Acqua Aria 10, 1023-1039.
10. Prescott, P., Walden, A.T., 1983. Maximum likelihood estimation of the parameters of the three-parameter generalized extreme-value distribution for censored samples. J. Stat. Comp. Simul. 16, 241-250.
11. Smith, R.L., 1986. Extreme value theory based on the r largest annual events. J. Hydrol. 86, 27-43.
12. Victoria-Feser, M., Ronchetti, E.M., 1994. Robust methods for personal income models. Can. J. Stat. 22 (2), 247-258.
13. Weissman, I., 1978. Estimation of parameters and large quantiles based on the k largest observations. J. Am. Stat. Assoc. 73, 812-815.