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Title: Heavy tailed durations of regional rainfall (English)
Author: Pavlopoulos, Harry
Author: Picek, Jan
Author: Jurečková, Jana
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 53
Issue: 3
Year: 2008
Pages: 249-265
Summary lang: English
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Category: math
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Summary: Durations of rain events and drought events over a given region provide important information about the water resources of the region. Of particular interest is the shape of upper tails of the probability distributions of such durations. Recent research suggests that the underlying probability distributions of such durations have heavy tails of hyperbolic type, across a wide range of spatial scales from 2 km to 120 km. These findings are based on radar measurements of spatially averaged rain rate (SARR) over a tropical oceanic region. The present work performs a nonparametric inference on the Pareto tail-index of wet and dry durations at each of those spatial scales, based on the same data, and compares it with conclusions based on the classical Hill estimator. The results are compared and discussed. (English)
Keyword: wet and dry durations of regional rainfall
Keyword: quantile multiscaling
Keyword: heavy tails
Keyword: Pareto tail-index
Keyword: semi-parametric statistical inference
MSC: 62G32
MSC: 62P12
MSC: 86A05
MSC: 86A10
idZBL: Zbl 1195.62169
idMR: MR2411395
DOI: 10.1007/s10492-008-0008-y
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Date available: 2010-07-20T12:21:53Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/140319
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