Combination of the peaks-over-threshold and bootstrapping methods for extreme value prediction

Structural Safety

Volumn 23, Issue 4, 2001, Pages 315-330

  Naess, A ^a   Clausen, P H ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

50 Year wind speed; Bootstrap confidence intervals; De Haan estimators; Extreme value estimation; Moment estimators; Peaks over threshold method

Indexed keywords

ACCIDENT PREVENTION; ESTIMATION; STRUCTURAL LOADS;

BOOTSTRAPPING METHODS;

STRUCTURAL ANALYSIS;

EXTREME EVENT; STATISTICAL ANALYSIS; WIND LOAD;

EID: 0035742037     PISSN: 01674730     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-4730(02)00015-2     Document Type: Article

References (14)

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6. Extreme value statistics
7. Statistical extrapolation and the peaks over threshold method. OMAE-99-6422
8. Statistical interference using order statistics
9. Limiting forms of the frequency distribution of the largest or smallest member of a sample
10. Parameter and quantile estimation for the generalized pareto distribution