Confidence Intervals for Exceedance Probabilities with Application Tto Extreme Ship Motions

Confidence Intervals for Exceedance Probabilities with Application Tto Extreme Ship Motions

Statistical inference of a probability of exceeding a large critical value is studied in the peaks-over-threshold (POT) approach. The focus is on assessing the performance of the various confidence intervals for the exceedance probability, both for the generalized Pareto distribution used above a s...

Full description

Bibliographic Details
Main Authors:	Dylan Glotzer, Vladas Pipiras, Vadim Belenky, Bradley Campbell, Timothy Smith
Format:	Article
Language:	English
Published:	Instituto Nacional de Estatística \| Statistics Portugal 2017-10-01
Series:	Revstat Statistical Journal
Subjects:	exceedance probability quantiles confidence intervals peaks over threshold generalized Pareto distribution threshold selection
Online Access:	https://revstat.ine.pt/index.php/REVSTAT/article/view/226

Similar Items

A Computational Approach to Confidence Intervals and Testing for Generalized Pareto Index Using the Greenwood Statistic
by: Marek Arendarczyk, et al.
Published: (2023-07-01)

Estimation of Confidence Intervals for the Threshold Level of Income Inequality in Iran
by: Khosrow Piraee, et al.
Published: (2014-11-01)

Estimation des pluies journalières extrêmes supérieures à un seuil en climat tropical : cas de la Côte d'Ivoire
by: Gneneyougo Émile Soro, et al.

Quantile estimation for the generalized pareto distribution with application to finance
by: Jocković Jelena
Published: (2012-01-01)

The Shortest Clopper–Pearson Randomized Confidence Interval for Binomial Probability
by: Wojciech Zieliński
Published: (2017-01-01)

Confidence Interval for Quantile Ratio of the Dagum Distribution
by: Alina Jędrzejczak, et al.
Published: (2021-03-01)

Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption
by: Katleho Makatjane
Published: (2022-07-01)

Statistical Inference of Dynamic Conditional Generalized Pareto Distribution with Weather and Air Quality Factors
by: Chunli Huang, et al.
Published: (2022-04-01)

Best Fit versus Default Distribution and the Impact on the Reliability over the Design Lifetime of Hydraulic Structures
by: Farida Krimil, et al.
Published: (2023-02-01)

Comparing riskiness of exchange rate volatility using the Value at Risk and Expected Shortfall methods
by: Thabani Ndlovu, et al.
Published: (2022-07-01)

Impacts of sampling frequency on the estimation accuracy of exceedance for suspended solids and nitrates in streams in small to medium-sized watersheds
by: Junyu Qi, et al.
Published: (2022-12-01)

Analysis of variance via confidence intervals /
by: 306322 Bird, Kevin D.
Published: (2004)

Study of Directional Declustering for Estimating Extreme Wave Heights in the Yellow Sea
by: Huijun Gao, et al.
Published: (2020-04-01)

Estimation of the Peak over Threshold-Based Design Rainfall and Its Spatial Variability in the Upper Vistula River Basin, Poland
by: Katarzyna Kołodziejczyk, et al.
Published: (2023-03-01)

Generalized Confidence Intervals for Zero-Inflated Pareto Distribution
by: Xiao Wang, et al.
Published: (2021-12-01)

On the Admissibility of Simultaneous Bootstrap Confidence Intervals
by: Xin Gao, et al.
Published: (2021-07-01)

Assessing the performance of parametric and non‐parametric tests for trend detection in partial duration time series
by: Renato Amorim, et al.
Published: (2024-03-01)

Extrapolation of Tractor Traction Resistance Load Spectrum and Compilation of Loading Spectrum Based on Optimal Threshold Selection Using a Genetic Algorithm
by: Meng Yang, et al.
Published: (2023-05-01)

A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro
by: Cerović Julija, et al.
Published: (2015-03-01)

Dynamic modelling of extreme daily precipitation in Germany from 1951 to 2020
by: Joanna Czarnowska, et al.
Published: (2022-12-01)

Analysis of the Course and Frequency of High Water Stages in Selected Catchments of the Upper Vistula Basin in the South of Poland
by: Andrzej Walega, et al.
Published: (2016-09-01)

p value and confidence intervals
by: Vivek Choudhury, et al.
Published: (2012-01-01)

GEOSTATISTICAL MODELING OF SOYBEAN YIELD AND SOIL CHEMICAL ATTRIBUTES USING SPATIAL BOOTSTRAP
by: Gustavo H. Dalposso, et al.
Published: (2019-06-01)

Comparison of Confidence Intervals for the Poisson Mean
by: V.V. Patil, et al.
Published: (2012-07-01)

Confidence Interval, Prediction Interval and Tolerance Interval for the Skew Normal Distribution: A Pivotal Approach
by: Xinlei Qi, et al.
Published: (2022-04-01)

A Fast Intersection of Confidence Intervals Method-Based Adaptive Thresholding for Sparse Image Reconstruction Using the Matrix Form of the Wavelet Transform
by: Ivan Volaric, et al.
Published: (2024-01-01)

Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights
by: Pushpa Dissanayake, et al.
Published: (2021-11-01)

Effect of confidence interval construction on judgment accuracy
by: David R. Mandel, et al.
Published: (2020-09-01)

Effect of confidence interval construction on judgment accuracy
by: David R. Mandel, et al.
Published: (2020-09-01)

Design Floods Considering the Epistemic Uncertainty
by: Radu Drobot, et al.
Published: (2021-06-01)

Extreme Wave Analysis Based on 31 Years Data from WW3 Model: Study off Southern Brazilian Coast
by: DEBORAH F. AGUIAR, et al.
Published: (2021-02-01)

Probability and Certainty in the Performance of Evolutionary and Swarm Optimization Algorithms
by: Nikola Ivković, et al.
Published: (2022-11-01)

Measurement of dispersion of PM 2.5 in Thailand using confidence intervals for the coefficient of variation of an inverse Gaussian distribution
by: Wasana Chankham, et al.
Published: (2022-02-01)

Extreme rainfall characterisation under climate change and rapid population growth in the city of Niamey, Niger
by: Issa Garba, et al.
Published: (2023-02-01)

Class-Wise Adaptive Strategy for Semi Supervised Semantic Segmentation
by: Jingi Ju, et al.
Published: (2024-01-01)

Common pitfalls in statistical analysis: "P" values, statistical significance and confidence intervals
by: Priya Ranganathan, et al.
Published: (2015-01-01)

Bayes Inference of Structural Safety under Extreme Wind Loads Based upon a Peak-Over-Threshold Process of Exceedances
by: Elio Chiodo, et al.
Published: (2023-11-01)

Effect size, confidence intervals and statistical power in psychological research.
by: Téllez A., et al.
Published: (2015-07-01)

Technique for confidence interval calculating for estimating of the random value subordinated to the composition of normal and uniform distributions
by: E. L. Kreidik
Published: (2019-06-01)

Confidence intervals in generalized regression models /
by: 202950 Uusipaikka, Esa
Published: (2009)