Novel Extreme Value Estimation Procedures: Application to Extreme Wind Data

John Gross, Alan Heckert, James Lechner and Emil Simiu
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John Gross: National Institute of Standards and Technology, Building and Fire Research Laboratory
Alan Heckert: National Institute of Standards and Technology, Computing and Applied Mathematics Laboratory
James Lechner: National Institute of Standards and Technology, Computing and Applied Mathematics Laboratory
Emil Simiu: National Institute of Standards and Technology, Building and Fire Research Laboratory

A chapter in Extreme Value Theory and Applications, 1994, pp 139-158 from Springer

Abstract: Abstract The past two decades have seen the development of a large body of extreme value theory based on the application of the Generalized Pareto Distribution (GPD) to the excess of the extreme variate over a fixed threshold. For sufficiently large values of the extreme variates, the GPD with tail length parameters c > 0 and c

Keywords: Wind Speed; Standard Deviation; Recurrence Interval; Generalize Pareto Distribution; Gumbel Distribution (search for similar items in EconPapers)
Date: 1994
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DOI: 10.1007/978-1-4613-3638-9_8

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