1994
DOI: 10.1029/94wr01217
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Kernel quantite function estimator for flood frequency analysis

Abstract: A kernel estimator (KQ) of the quantile function is presented here. Boundary kernels are used for extrapolation of tail quantiles. The bandwidth of the estimator is chosen using an automatic, “plug‐in” method. Confidence intervals for the estimated quantile are estimated by bootstrapping. Comparisons of the estimator with selected tail probability estimators are offered. The KQ estimator presented here is shown to be competitive with other estimators.

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Cited by 73 publications
(53 citation statements)
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“…The PDF can be determined by parametric and nonparametric methods. As there is no universally accepted distribution for hydrological variables (Silverman 1986;Moon and Lall 1994;Smakhtin 2001), two estimations can be used for each sample distribution. In this study, we calculated the return period by using the parametric method for estimating the PDF, as suggested by Kim et al (2003), and we also considered the effect of the drought duration and severity on the return period.…”
Section: Analysis Methodsmentioning
confidence: 99%
“…The PDF can be determined by parametric and nonparametric methods. As there is no universally accepted distribution for hydrological variables (Silverman 1986;Moon and Lall 1994;Smakhtin 2001), two estimations can be used for each sample distribution. In this study, we calculated the return period by using the parametric method for estimating the PDF, as suggested by Kim et al (2003), and we also considered the effect of the drought duration and severity on the return period.…”
Section: Analysis Methodsmentioning
confidence: 99%
“…이처럼 실제 수문변량을 분포시키는 데 있어 일반적으 로 확정된 분포는 없으며 (Silverman, 1986;Moon and Lall, 1994;Smakhtin, 2001), 지난 20여년에 걸쳐 매개변 수적 방법과 비매개변수적 방법을 비교분석하는 연구는 지속적으로 이어지고 있다 (Adamowski, 1985(Adamowski, , 1996Moon and Lall, 1994;Lall, 1995). 또한 매개변수적 방법을 이용 하였을 경우 발생하는 문제점을 극복하기 위한 대안으로 비 매개변수적 방법을 적용한 바도 있다 (Oliveria, 1975;Yue et al, 1999;Kim et al, 2003).…”
Section: Copulaunclassified
“…따라서 이런 경우 핵밀도함수(kernel density function) 방법을 적용하면 원자료의 특성을 최대한 살리면서 상당부분 좋은 결과를 얻어낼 수 있다 (Lall et al, 1993;Moon and Lall, 1994). 일반적으로 핵밀도함수 추정식은 모든 실수 x에 대하여 다음 Eq.…”
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