Search results for "Extreme value distribution"
showing 7 items of 7 documents
Bayesian inference for the extremal dependence
2016
A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the Pickands dependence function. We propose a nonparametric Bayesian model that allows, in the bivariate case, the simultaneous estimation of both functional representations through the use of polynomials in the Bernstein form. The constraints required to provide a valid extremal dependence are addressed in a straightforward manner, by placing a prior on the coefficients of the Bernstein polynomials which gives probability one to the set of valid functions. The…
Flood Frequency Analysis for Sicily, Italy
2006
In this paper a regional flood frequency analysis based on the two-component extreme value TCEV distribution is developed using flood data recorded in Sicily. The hierarchical approach, characterized by three investigation levels for estimating the parameters of the theoretical distribution, is discussed first. The highest level of homogeneity hypothesis with regard to the skewness coefficient was verified by using a Monte Carlo technique and taking account of the separation effect proposed by Matalas et al. in 1975. This analysis also showed 1 the inability of the generalized extreme value model to reproduce the empirical cumulative distribution function CDF of the skewness coefficients, a…
Use of L-moments approach for regional flood frequency analysis in Sicily, Italy
2008
Extremely great floods are among environmental events with the most disastrous consequences for the entire world. Estimates of their return periods and design values are of great importance in hydrologic modeling, engineering practice for water resources and reservoirs design and management, planning for weather-related emergencies, etc. Regional flood frequency analysis resolves the problem of estimating the extreme flood events for catchments having short data records or ungauged catchments. This paper analyzes annual maximum peak flood discharge data recorded from more than 50 stream flow gauging sites in Sicily, Italy, in order to derive regional flood frequency curves. First these data…
A class of multivariate extreme value distributions with heterogeneous margins
2013
Many problems which involve applications of extreme value theory show an essential multivariate nature and recent development of the theory in this field deal with the construction of multivariate extreme value distributions. Owing to the nature of the problem under examination, extreme values to be analyzed jointly may have different limiting distributions, but it seems that explicit expressions of multivariate extreme value distributions with heterogeneous margins are not present in the literature. In this paper we consider the problem of constructing multivariate extreme value distributions with univariate marginal extreme value distributions not belonging or, more generally, not all bel…
A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…
2020
Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…
Investigating the changes in extreme rainfall series recorded in an urbanised area
2002
The aim of this study is to investigate and quantify changes in the rainfall regime of the metropolitan area of Palermo characterised by increasingly strong urbanisation. The rainfall data, considered in this study, were collected on a yearly basis from eight rain gauges within and outside the metropolitan area of Palermo, Sicily, Italy. A preliminary analysis made on the annual total rainfall depths showed a global reduction of total annual rainfall, with two different trends: more regular for the series observed in the rain gauges within the urbanised area and more variable for the series observed in the rain gauges outside the area. A further analysis has been performed using the series …
Analysis of tide measurements in a Sicilian harbour
2011
Designing of ports and coastal protection works as well as planning of coastal human activities require knowledge of tidal oscillations. The latter vary noticeably from site to site and present an “astronomic” component, which is roughly periodic, and a “meteorological” component which is usually considered as random. In this paper, the tidal oscillations observed in a Sicilian harbour in the period 1999-2009 are analysed statistically, in order to recognize a probability distribution which allows one to predict the highest tidal levels. First, the measurements are used to obtain, for each year, the astronomic tide by the harmonic analysis by the software package T_TIDE. The difference betw…