| Titre : | Estimation of extremes: conventional versus Bayesian techniques |
| Titre original : | Estimation des extrêmes: techniques conventionnelles contre Bayesiènnes |
| Auteurs : | Panagiota Galiatsatou, Auteur ; Panagiotis Prinos, Auteur ; Agustin Sanchez-Arcilla, Auteur |
| Type de document : | Article : texte imprimé |
| Dans : | Journal of hydraulic research (Vol. 46 extra issue, Mars/Avril 2008) |
| Article en page(s) : | pp. 211-223 |
| Note générale : |
Hydraulique
Résumé en Français |
| Langues : | Anglais |
| Index. décimale : | 627 (Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques) |
| Tags : | Bayesian technique Log-transformed surge data ML estimators Near flat distribution Neighborhood information Parameter uncertainty |
| Résumé : |
The Bayesian and Maximum Likelihood (ML) estimators of surges at two stations of the Dutch coast on the North Sea are compared herein. The ML approach is commonly used, while the Bayesian approach allows both for a parameter uncertainty and a randomness inclusion in future observations. In the Bayesian framework, two different ways of constructing prior distributions are examined, namely the near flat distributions for model parameters and the incorporation of information from neighborhood sites of that under consideration through the distribution of quantile differences. The Bayesian framework offers substantial advantages to analyze the extreme values in both cases. The analysis is also performed using log-transformed surge data. This selection is proven to be advantageous for naturally bounded variables and to better capture the “relative” character of extremes.
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| DEWEY : | 627 |
| ISSN : | 0022-1686 |
| En ligne : | http://www.journalhydraulicresearch.com |
