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1 Journal article

Prediction in partial duration series with generalized pareto-distributed exceedances

Rosbjerg, Dan; Madsen, Henrik; Rasmussen, Peter Funder

Water Resources Research — 1992, Volume 28, Issue 11, pp. 3001-3010

Year: 1992

Language: English

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2 Journal article

Prediction in Partial Duration Series With Generalized Pareto-Distributed Exceedances

Rosbjerg, Dan; Madsen, Henrik; Rasmussen, Peter Funder

Water Resources Research — 1992, Volume 28, Issue 11, pp. 3001-3010

As a generalization of the common assumption of exponential distribution of the exceedances in Partial duration series the generalized Pareto distribution has been adopted. Estimators for the parameters are presented using estimation by both method of moments and probability-weighted moments

Year: 1992

Language: English

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