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TECHNICAL PAPERS

The Impact of Data Accuracy on the POT Estimates of Long Return Period Design Values

[+] Author and Article Information
A. Naess, P. H. Clausen

Department of Structural Engineering, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway

J. Offshore Mech. Arct. Eng 124(1), 53-58 (Oct 01, 2001) (6 pages) doi:10.1115/1.1446077 History: Received July 01, 2001; Revised October 01, 2001
Copyright © 2002 by ASME
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References

Smith, R. L., 1989, “Extreme Value Theory,” Handbook of Applicable Mathematics, W. Ledermann, E. Lloyd, S. Vajda, and C. Alexander (eds.), pp. 437–472, John Wiley and Sons, New York.
Davison,  A. C., and Smith,  R. L., 1990, “Models of Exceedances Over High Thresholds,” J. Royal Statistical Soc., 52, (Ser. B), pp. 393–442.
Pickands,  J., 1975, “Statistical Interference Using Order Statistics,” Ann. Stat., 3, pp. 119–131.
Naess, A., and Clausen, P. H., 1999, “Statistical Extrapolation and the Peaks Over Threshold Method,” OMAE-99-6422, Proc. of 18th Int. Conf. on Offshore Mechanics and Arctic Engineering, ASME, New York.
Naess, A., and Clausen, P. H., 2000, “The Peaks Over Threshold Method and Bootstrapping for Estimating Long Return Period Design Values,” Proc. of 8th ASCE Joint Specialty Conf. on Probabilistic Methods and Structural Reliability, ASCE, New York.
de Haan, L., 1994, “Extreme Value Statistics,” Extreme Value Theory and Applications, J. Galambos, J. A. Lechner, and E. Simiu (eds.), Kluwer Academic Publishers, Dordrecht.
Hosking,  J. R. M., and Wallis,  J. R., 1987, “Parameter and Quantile Estimation for the Generalized Pareto Distribution,” Technometrics 29, pp. 339–349.
Naess,  A., 1998, “Estimation of Long Return Period Design Values for Wind Speeds,” J. Eng. Mech., 124(3), pp. 252–259.

Figures

Grahic Jump Location
Point estimate x50yr of the 50-yr. return period value for Ferder Lighthouse with original data (one decimal place) as function of the number of peak events above threshold
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Point estimate x50yr of the 50-yr. return period value for Ferder Lighthouse with data rounded off to nearest integer value as function of the number of peak events above threshold
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the de Haan estimator with full data accuracy
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the de Haan estimator with one decimal place in the data representation
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Point estimate x50yr of the 50-yr. return period value for Alta airport with original data (one decimal place) as function of the number of peak events above threshold
Grahic Jump Location
Point estimate x50yr of the 50-yr. return period value for Alta airport with data rounded off to nearest integer value as function of the number of peak events above threshold
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Running mean estimate x50yr of the 50-yr. return period value based on one sample as function of the number of peak events above threshold
Grahic Jump Location
Running mean estimate x50yr of the 50-yr. return period value based on one sample as function of the number of peak events above threshold with one decimal place in the data representation
Grahic Jump Location
Averaged point estimates of x50yr based on 5000 samples as function of the number of peak events above threshold
Grahic Jump Location
Averaged point estimates of x50yr based on 5000 samples as function of the number of peak events above threshold with one decimal place in the data representation
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the c0 estimator with full data accuracy
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the c0 estimator with one decimal place in the data representation
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the moment estimator with full data accuracy
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the moment estimator with one decimal place in the data representation
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the c0 de Haan estimator with full data accuracy
Grahic Jump Location
Empirical PDF of x50yr at k=145 for the c0 de Haan estimator with one decimal place in the data representation

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