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Automated threshold selection methods for extreme wave analysis

Abstract:

The study of the extreme values of a variable such as wave height is very important in flood risk assessment and coastal design. Often values above a sufficiently large threshold can be modelled using the Generalized Pareto Distribution, the parameters of which are estimated using maximum likelihood. There are several popular empirical techniques for choosing a suitable threshold, but these require the subjective interpretation of plots by the user. In this paper we present a pragmatic automa...

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Publication status:
Published

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Institution:
University of Oxford
Division:
MSD
Department:
Experimental Psychology
Role:
Author
Journal:
COASTAL ENGINEERING
Volume:
56
Issue:
10
Pages:
1013-1021
Publication date:
2009-10-01
DOI:
ISSN:
0378-3839
Source identifiers:
457551
Language:
English
Keywords:
Pubs id:
pubs:457551
UUID:
uuid:82439181-8238-4f37-8fb6-940bd3f1aff7
Local pid:
pubs:457551
Deposit date:
2014-05-13

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