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On the method of probability weighted moments in regional frequency analysis

机译:区域频率分析中的概率加权矩方法

摘要

In regional flood frequency analysis it is of interest to estimate high quantiles of a local riverflow distribution by gathering information from similar stations in the neighborhood. E. g., thepopular Index Flood (IF) approach is based on an assumption termed regional homogeneity,which states that the quantile curves of those stations only differ by a site-specific factor, theso-called index flood, and it is assumed that the station's distribution is known up to somefinite-dimensional parameter. In this context the method of probability weighted moments (orequivalently L-moments) is most popular for parameter estimation. While the observationsoften can be regarded as independent in time, a challenge arises from the fact that river flows from nearby stations are strongly dependent in space. To the best of our knowledge, none of theapproaches from the literature based on the IF-model and on L-moments is able to take spatialdependence adequately into account. Our goal is to fill this gap. We present asymptotic theorythat does not ignore inter-site dependence, which, for instance, allows to evaluate estimationuncertainty. As an application of this theory, a test procedure to check for regional homogeneityunder index-flood assumptions is given and reviewed in a simulation study.
机译:在区域洪水频率分析中,通过收集来自附近类似站点的信息来估计本地河流流量的高分位数很有意义。例如,热门索引洪水(IF)方法基于称为区域均一性的假设,该假设指出这些站点的分位数曲线仅因特定地点的因素而不同,即所谓的索引洪水,并且假定直到某个有限维参数,站的分布才已知。在这种情况下,概率加权矩(等效为L矩)的方法最常用于参数估计。尽管观测软化在时间上可以视为独立的,但挑战来自以下事实:来自附近站点的河流在很大程度上依赖于空间。据我们所知,文献中基于IF模型和L矩的方法均无法充分考虑空间依赖性。我们的目标是填补这一空白。我们提出的渐近理论不忽略站点间的依赖性,例如,它可以评估估计的不确定性。作为该理论的一种应用,给出了在指数洪水假设下检查区域同质性的测试程序,并在模拟研究中进行了回顾。

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