An improved method of extreme value analysis
An improved method to estimate the probability of extreme events from independent observations is presented. The method, called VWLS, is based on minimizing the variance of order-ranked observations plotted according to their true probability and applying the least squares fitting. We show by Monte-...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-01-01
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| Series: | Journal of Hydrology X |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2589915518300129 |