The POT model described by the generalized Pareto distribution with Poisson arrival rate

QJ Wang - Journal of Hydrology, 1991 - Elsevier
… the peaks over threshold (POT) model described by the generalized Pareto distribution
with … Estimation of the generalized Pareto distribution by the method of probability weighted …

Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework

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 peaks over threshold
(POT) … , the excess values over high threshold are modeled with the generalized Pareto

A new parameter estimator for the Generalized Pareto distribution under the peaks over threshold framework

X Zhao, Z Zhang, W Cheng, P Zhang - Mathematics, 2019 - mdpi.com
… The generalized Pareto distribution (GPD) has … threshold in the peaks over threshold (POT)
framework. Parameter estimation and threshold selection are two critical issues for threshold-…

Peaks-over-threshold stability of multivariate generalized Pareto distributions

M Falk, A Guillou - Journal of Multivariate Analysis, 2008 - Elsevier
generalized Pareto distributions (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 …

The generalized Pareto distribution applied to rainfall depths

MAJ Van Montfort, JV Witter - Hydrological Sciences Journal, 1986 - Taylor & Francis
… The Generalized Pareto distribution is quite applicable to POT series of rainfall depth. … the
Generalized Pareto distribution (with negative 6) as a compound distribution. However, some …

… for estimating excess rainfall intensity (ERI) of combined sewer overflow (CSO) based on peak over threshold (POT) sampling and the generalized pareto distribution …

X Liu, W Zang, Y Zhou - Water Resources Management, 2024 - Springer
… can be viewed as one of the critical thresholds. In this study, the generalized Pareto distribution
(GPD) combined with peak over threshold (POT) sampling was used to characterize the …

Evaluation of peaks-over-threshold method

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. …
Generalized Pareto Distribution model could be fitted for the observed wave height data with …

A new method to choose the threshold in the POT model

X Zhang, W Ge - 2009 First International Conference on …, 2009 - ieeexplore.ieee.org
… extreme-value distribution. In hydrology, the GPD is often called the “peaks over thresholds
(POT) … comes from generalized Pareto distribution. The goodness-of-fit test procedure is: …

Estimating extreme tail risk measures with generalized Pareto distribution

MH Park, JHT Kim - Computational Statistics & Data Analysis, 2016 - Elsevier
Peaks over threshold We start with a brief account for Extreme Value Theory (EVT) focused
on the peaks over Threshold (POT) framework; comprehensive treatments of book length on …

[PDF][PDF] A study on threshold selection in POT analysis of extreme floods

S Tanaka, K Takara, A Snorrason, H Finnsdottir… - IAHS …, 2002 - Citeseer
threshold in POT analysis. The exponential distribution and the generalized Pareto distribution
… As to data series of such rivers, instead of AMS procedure, the peaks over threshold (POT