A comparative study of the adaptive choice of thresholds in extreme hydrologic events

Myoung Jin Um, Woncheol Cho, Jun Haeng Heo

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)


In the hydrologic analysis of extreme events such as precipitation or floods, the data can generally be divided into two types: partial duration series and annual maximum series. Partial duration series analysis is a robust method to analyze hydrologic extremes, but the adaptive choice of an optimal threshold is challenging. The main goal of this paper was to determine the best method for choosing optimal thresholds. Ten semi-parametric tail index estimators were applied to find the optimal threshold of a 24-h duration precipitation period using data from the Korean Meteorological Administration. The mean square errors of the 10 estimators were calculated to determine the optimal threshold using a semi-parametric bootstrap method. A modified generalized Jackknife estimator determined the best performance in this study among the 10 estimators evaluated with regard to estimating the mean square error of the shape estimator for the generalized Pareto distribution.

Original languageEnglish
Pages (from-to)611-623
Number of pages13
JournalStochastic Environmental Research and Risk Assessment
Issue number5
Publication statusPublished - 2010

All Science Journal Classification (ASJC) codes

  • Environmental Engineering
  • Environmental Chemistry
  • Safety, Risk, Reliability and Quality
  • Water Science and Technology
  • Environmental Science(all)


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