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On the tails of extreme event distributions in hydrology.

El Adlouni, Salah-Eddine; Bobée, Bernard; Ouarda, Taha B. M. J. (2008). On the tails of extreme event distributions in hydrology. Journal of Hydrology , vol. 355 , nº 1-4. p. 16-33. DOI: 10.1016/j.jhydrol.2008.02.011.

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Résumé

The study of the tail behaviour of extreme event distributions is important in several fields such as hydrology, finance, and telecommunications. Based on two classifications and five graphical criteria, this paper presents a practical procedure to select the class of distributions that provides the best fit to a dataset, especially for the right tail (large extreme events). Some numerical illustrations show that, almost all graphical tools allow discriminating between the regularly varying class and the sub-exponential class of distributions and lead to coherent conclusions.

Type de document: Article
Mots-clés libres: heavy tail; extreme values theory; return period events; classes of distributions; asymptotic behaviour; quantiles
Centre: Centre Eau Terre Environnement
Date de dépôt: 08 janv. 2021 18:31
Dernière modification: 08 janv. 2021 18:31
URI: http://espace.inrs.ca/id/eprint/10855

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