지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
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In this paper, we address possible bias issues in quantile estimation using generalized extreme value distribution (GEV). We first provide two examples, one from a Fréchet-Gumbel mixture distribution and the other from a Gumbel-Gumbel mixture distribution, which explain theoretical asymptotic convergence of extreme value estimators to GEV in cases of mixture distributions. However, through a simple example, we show that the convergence rate can be arbitrarily slow for some cases, and explain that slow convergence rates can create bias in actual statistical estimations of the quantile of extreme values. To reduce the bias in quantile estimation of extreme values, we briefly mention that (modified) GPD method can be effective, depending on the data size available. Finally, actual data on the precipitation in Seoul are analyzed using both the GEV and GPD method.
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참고문헌 (17)
참고문헌 신청
Akpinar, S / 2009 / Estimation of wind energy potential using finite mixture distribution models / Energy Conversion Management 50 (4) : 877 ~ 884
Alvararo, E. / 1998 / Modelling large forest fires as extreme events / NorthWest Science 72 : 66 ~ 75
An, Y. / 2007 / The r largest order statistics model for extreme wind speed estimation / Journal of wind engineering and industrial aerodynamics 95 (3) : 165 ~ 182
Coles, S. / 2001 / An introduction to statistical modeling of extreme values. Springer Series in Statistics / Springer-Verlag London, Ltd
Davison, A. C. / 1990 / Models for exceedances over high thresholds / Journal of the Royal Statistical Society. Series B 52 (3) : 393 ~ 442
Alvararo, E. / 1998 / Modelling large forest fires as extreme events / NorthWest Science 72 : 66 ~ 75
An, Y. / 2007 / The r largest order statistics model for extreme wind speed estimation / Journal of wind engineering and industrial aerodynamics 95 (3) : 165 ~ 182
Coles, S. / 2001 / An introduction to statistical modeling of extreme values. Springer Series in Statistics / Springer-Verlag London, Ltd
Davison, A. C. / 1990 / Models for exceedances over high thresholds / Journal of the Royal Statistical Society. Series B 52 (3) : 393 ~ 442
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