Conditional heavy-tail behavior with applications to precipitation and river flow extremes

This article deals with the right-tail behavior of a response distribution F Y conditional on a regressor vector X = x restricted to the heavy-tailed case of Pareto-type conditional distributions F Y ( y | x ) = P ( Y ≤ y | X = x ) , with heaviness of the right tail characterized by the conditional...

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Bibliographic Details
Published in:	Stochastic environmental research and risk assessment Vol. 31; no. 5; pp. 1155 - 1169
Main Authors:	Kinsvater, Paul, Fried, Roland
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01-07-2017 Springer Nature B.V
Subjects:	Aquatic Pollution Chemistry and Earth Sciences Computational Intelligence Computer Science Computer simulation Earth and Environmental Science Earth Sciences Environment Environmental studies Estimation Extreme values Hydrology Math. Appl. in Environmental Science Mathematical models Maxima Original Paper Pareto optimum Physics Precipitation Probability Theory and Stochastic Processes Random walk theory Regression analysis River flow Rivers Scale (ratio) Statistics for Engineering Trend analysis Waste Water Technology Water Management Water Pollution Control Heavy tails Relative excesses Precipitation Flood frequency Extreme value index Regression model
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