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Fiorentino, M.; Arora, K.; Singh, V. P.

The two-component extreme value distribution for flood frequency analysis: Derivation of a new estimation method. (English) Zbl 0662.62027

Stochastic Hydrology Hydraul. 1, No. 3, 199-208 (1987).
The two component extreme value distribution has recently been shown to account for most of the characteristics of the real flood experience. A new method of parameter estimation for this distribution is derived using the principle of maximum entropy. This method of parameter estimation is suitable for application in both the site-specific and regional cases and appears simpler than the maximum likelihood estimation method. Statistical properties of the regionalized estimation were evaluated using a Monte Carlo approach and compared with those of the maximum likelihood regional estimators.

Cited in 1 Document

MSC:

62F10 Point estimation
62P99 Applications of statistics
86A05 Hydrology, hydrography, oceanography

Keywords:

two component extreme value distribution; maximum entropy; Monte Carlo approach; maximum likelihood regional estimators
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References:

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