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Generalized maximum‐likelihood generalized extreme‐value quantile estimators for hydrologic data
Open accessAbstract
The three‐parameter generalized extreme‐value (GEV) distribution has found wide application for describing annual floods, rainfall, wind speeds, wave heights, snow depths, and other maxima. Previous studies show that small‐sample maximum‐likelihood estimators (MLE) of parameters are unstable and recommend L moment estimators. More recent research shows that method of moments quantile estimators have for −0.25 < κ < 0.30 smaller root‐mean‐square error than L moments and MLEs. Examination of the behavior of MLEs in small samples demonstrates that absurd values of the GEV‐shape parameter κ can be generated. Use of a Bayesian prior distribution to restrict κ values to a statistically/physically reasonable range in a generalized maximum likelihood (GML) analysis eliminates this problem. In our examples the GML estimator did substantially better than moment and L moment quantile estimators for − 0.4 ≤ κ ≤ 0.
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Cannon, A. J., Sobie, S. R., & Murdock, T. Q. (2015) · Journal of Climate · doi:10.1175/jcli-d-14-00754.1 · Cited by 1,700
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A Nonstationary Flood Frequency Analysis Method to Adjust for Future Climate Change and Urbanization
Gilroy, K. L., & McCuen, R. H. (2012) · Journal of Hydrology · doi:10.1016/j.jhydrol.2011.10.009 · Cited by 214
Model and parameter uncertainty in IDF relationships under climate change
Chandra, R., Saha, U., & Mujumdar, P. P. (2015) · Advances in Water Resources · doi:10.1016/j.advwatres.2015.02.011 · Cited by 96
Das, J., & Umamahesh, N. V. (2017) · Journal of Hydrologic Engineering · doi:10.1061/(asce)he.1943-5584.0001571 · Cited by 41
Metadata
- Authors
- Martins, E. S., & Stedinger, J. R.
- Venue
- Water Resources Research
- Publisher
- American Geophysical Union (AGU)
- Published
- 2000-03
- Volume
- 36
- Issue
- 3
- Pages
- 737-744
- ISSN
- 0043-1397 (ISSN-L)
- 1944-7973
- OpenAlex
- W2087406343
- Cited by
- 687
- References
- 20
- FWCI
- 9.48
- Type
- journal article
- Language
- en
- Open access
- green
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