Hydrological post-processing for predicting extreme quantiles
نویسندگان
چکیده
Hydrological post-processing using quantile regression algorithms constitutes a prime means of estimating the uncertainty hydrological predictions. Nonetheless, conventional large-sample theory for does not apply sufficiently far in tails probability distribution dependent variable. To overcome this limitation that could be crucial when interest lies on flood events, through extremal is introduced here extreme quantiles model’s responses. In summary, new method exploits properties Hill’s estimator from value to extrapolate regression’s predictions high quantiles. As proof concept, tested daily streamflow simulations provided by three process-based models 180 basins contiguous United States (CONUS) and further compared regression. With large-scale comparison, it demonstrated severely underestimates (at level 0.9999) regression, although both methods are equivalent at lower 0.9700). Moreover, shown that, same context, estimates predictive with efficiency is, average, study models.
منابع مشابه
Multivariate quantiles in hydrological frequency analysis
2 Several hydrological phenomena are described by two or more correlated characteristics. 3 These dependent characteristics should be considered jointly to be more representative of the 4 multivariate nature of the phenomenon. Consequently, probabilities of occurrence cannot be 5 estimated on the basis of univariate frequency analysis (FA). The quantile, representing the value 6 of the variable...
متن کاملDistribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sa...
متن کاملNonparametric Estimation of Extreme Conditional Quantiles
The estimation of extreme conditional quantiles is an important issue in different scientific disciplines. Up to now, the extreme value literature focused mainly on estimation procedures based on i.i.d. samples. On the other hand, quantile regression based procedures work well for estimation within the data range i.e. the estimation of nonextreme quantiles but break down when main interest is i...
متن کاملIntriguing Properties of Extreme Geometric Quantiles
• Central properties of geometric quantiles have been well-established in the recent statistical literature. In this study, we try to get a grasp of how extreme geometric quantiles behave. Their asymptotics are provided, both in direction and magnitude, under suitable moment conditions, when the norm of the associated index vector tends to one. Some intriguing properties are highlighted: in par...
متن کاملEstimating extreme quantiles under random truncation
The goal of this paper is to provide estimators of the tail index and extreme quantiles of a heavy-tailed random variable when it is righttruncated. The weak consistency and asymptotic normality of the estimators are established. The finite sample performance of our estimators is illustrated on a simulation study and we showcase our estimators on a real set of failure data. keywords: Asymptotic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Hydrology
سال: 2023
ISSN: ['2589-9155']
DOI: https://doi.org/10.1016/j.jhydrol.2023.129082