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Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
bootstrap doubly censored data empirical likelihood interval censored data partly interval censored data right censored data
2015/12/11
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature on interval censored case 2 data and partly interval censored data, and, in this context, the use of...
Functional kernel estimators of large conditional quantiles
Conditional quantiles heavy-tailed distributions functional kernel estimator extreme-value theory
2011/9/2
Abstract: We address the estimation of conditional quantiles when the covariate is functional and when the order of the quantiles converges to one as the sample size increases. In a first time, we inv...
Estimation of high return period flood quantiles using additional non-systematic information with upper bounded statistical models
return period flood quantiles additional non-systematic information
2010/12/22
This paper proposes the estimation of high return period quantiles using upper bounded distribution functions with Systematic and additional Non-Systematic information. The aim of the developed method...
Flood frequency analysis (FFA) entails the estimation of the upper tail of a probability density function (PDF) of annual peak flows obtained from either the annual maximum series or partial duration ...
Sampling variance of flood quantiles from the generalised logistic distribution estimated using the method of L-moments
flood frequency analysis Flood Estimation Handbook single site annual maximum series Generalised Logistic Distribution uncertainty
2009/3/4
The method of L-moments is the recommended method for fitting the three parameters (location, scale and shape) of a Generalised Logistic (GLO) distribution when conducting flood frequency analyses in ...