TY - GEN
T1 - On the two step threshold selection for over-threshold modelling
AU - Bernardara, Pietro
AU - Mazas, Franck
AU - Weiss, Jérôme
AU - Andreewsky, Marc
AU - Kergadallan, Xavier
AU - Benoît, Michel
AU - Hamm, Luc
PY - 2012/1/1
Y1 - 2012/1/1
N2 - In the general framework of over-threshold modelling (OTM) for estimating extreme values of met-ocean variables, such as waves, surges or water levels, the threshold selection logically requires two steps: the physical declustering of time series of the variable in order to obtain samples of independent and identically distributed data then the application of the extreme value theory, which predicts the convergence of the upper part of the sample toward the Generalized Pareto Distribution. These two steps were often merged and confused in the past. A clear framework for distinguishing them is presented here. A review of the methods available in literature to carry out these two steps is given here together with the illustration of two simple and practical examples.
AB - In the general framework of over-threshold modelling (OTM) for estimating extreme values of met-ocean variables, such as waves, surges or water levels, the threshold selection logically requires two steps: the physical declustering of time series of the variable in order to obtain samples of independent and identically distributed data then the application of the extreme value theory, which predicts the convergence of the upper part of the sample toward the Generalized Pareto Distribution. These two steps were often merged and confused in the past. A clear framework for distinguishing them is presented here. A review of the methods available in literature to carry out these two steps is given here together with the illustration of two simple and practical examples.
KW - Declustering
KW - Extreme storm surges
KW - Extreme value theorem
KW - Extreme waves
KW - Peaks-over-threshold
UR - https://www.scopus.com/pages/publications/84908427355
U2 - 10.9753/icce.v33.management.42
DO - 10.9753/icce.v33.management.42
M3 - Conference contribution
AN - SCOPUS:84908427355
SN - 9780989661119
T3 - Proceedings of the Coastal Engineering Conference
BT - Proceedings of the 33rd International Conference on Coastal Engineering 2012, ICCE 2012
PB - American Society of Civil Engineers (ASCE)
T2 - 33rd International Conference on Coastal Engineering 2012, ICCE 2012
Y2 - 1 July 2012 through 6 July 2012
ER -