Journal
JOURNAL OF HYDROLOGY
Volume 355, Issue 1-4, Pages 16-33Publisher
ELSEVIER
DOI: 10.1016/j.jhydrol.2008.02.011
Keywords
heavy tail; extreme values theory; return period events; classes of distributions; asymptotic behaviour; quantiles
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The study of the tail behaviour of extreme event distributions is important in several fields such as hydrology, finance, and telecommunications. Based on two classifications and five graphical criteria, this paper presents a practical procedure to select the class of distributions that provides the best fit to a dataset, especially for the right tail (large extreme events). Some numerical illustrations show that, almost all graphical tools allow discriminating between the regularly varying class and the sub-exponential class of distributions and lead to coherent conclusions. (C) 2008 Elsevier B.V. All rights reserved.
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