.png){kind=icon}
返回
Efficient bootstrap estimates for tail statistics
.png){kind=icon}
OA
AI
DOI：10.5194/nhess-17-357-2017.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
Bootstrap resamples can be used to investigate the tail of empirical distributions as well as return value estimates from the extremal behaviour of the sample. Specifically, the confidence intervals on return value estimates or bounds on in-sample tail statistics can be obtained using bootstrap techniques. However, non-parametric bootstrapping from the entire sample is expensive. It is shown here that it suffices to bootstrap from a small subset consisting of the highest entries in the sequence to make estimates that are essentially identical to bootstraps from the entire sample. Similarly, bootstrap estimates of confidence intervals of threshold return estimates are found to be well approximated by using a subset consisting of the highest entries. This has practical consequences in fields such as meteorology, oceanography and hydrology where return values are calculated from very large gridded model integrations spanning decades at high temporal resolution or from large ensembles of independent and identically distributed model fields. In such cases the computational savings are substantial.
Keyword:
PEAKS-OVER-THRESHOLD
CONFIDENCE-INTERVALS
WAVE EXTREMES
REANALYSIS PROJECT
WIND FIELDS
ATLANTIC
PREDICTION
ENSEMBLES
HINDCAST
OCEANS
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
N
IF:
4.7
论文数:
4.5K
被引数:
1.4W
机构
引用论文
分享收藏The ERA-Interim reanalysis: configuration and performance of the data assimilation systemERA-过渡再分析: 数据同化系统的配置和性能OAAI
OAAI分享收藏Combination of the peaks-over-threshold and bootstrapping methods for extreme value prediction.png)
STRUCTURAL SAFETY
STRUCTURAL SAFETYIF6.3
PREAI
分享收藏
查看更多内容