S Kang, J Song - Journal of the Korean Statistical Society, 2017 - Springer
… the peak values which exceed a certain threshold. It is generally referred to peaksoverthreshold (POT) … , the excess values over high threshold are modeled with the generalizedPareto …
X Zhao, Z Zhang, W Cheng, P Zhang - Mathematics, 2019 - mdpi.com
… The generalizedParetodistribution (GPD) has … threshold in the peaksoverthreshold (POT) framework. Parameter estimation and threshold selection are two critical issues for threshold-…
M Falk, A Guillou - Journal of Multivariate Analysis, 2008 - Elsevier
… generalizedParetodistributions (GPD) are characterized by their peaks-over-threshold (POT… It is also shown that this POT stability is asymptotically shared by distributions which are in a …
MAJ Van Montfort, JV Witter - Hydrological Sciences Journal, 1986 - Taylor & Francis
… The GeneralizedParetodistribution is quite applicable to POT series of rainfall depth. … the GeneralizedParetodistribution (with negative 6) as a compound distribution. However, some …
X Liu, W Zang, Y Zhou - Water Resources Management, 2024 - Springer
… can be viewed as one of the critical thresholds. In this study, the generalizedParetodistribution (GPD) combined with peakoverthreshold (POT) sampling was used to characterize the …
S Saeed Far, AK Abd. Wahab - Ocean Science Discussions, 2016 - os.copernicus.org
… , was proposed in this paper to specify a suitable threshold value for the POT model. … GeneralizedParetoDistribution model could be fitted for the observed wave height data with …
X Zhang, W Ge - 2009 First International Conference on …, 2009 - ieeexplore.ieee.org
… extreme-value distribution. In hydrology, the GPD is often called the “peaksoverthresholds” (POT) … comes from generalizedParetodistribution. The goodness-of-fit test procedure is: …
MH Park, JHT Kim - Computational Statistics & Data Analysis, 2016 - Elsevier
… Peaksoverthreshold We start with a brief account for Extreme Value Theory (EVT) focused on the peaksoverThreshold (POT) framework; comprehensive treatments of book length on …
S Tanaka, K Takara, A Snorrason, H Finnsdottir… - IAHS …, 2002 - Citeseer
… threshold in POT analysis. The exponential distribution and the generalizedParetodistribution … As to data series of such rivers, instead of AMS procedure, the peaksoverthreshold (POT…