This report gives an extensive overview of the univariate extreme value theory including all the formulae necessary to carry out an extreme value analysis. This report is the base for a software tool developed for extreme value analysis. The difference between the marginal and conditional distribution are highlighted as an introduction. The parameter estimation techniques of the maximum likelihood theory are discussed and selected for further implementation. Some techniques that help in the selection of the appropriate distribution are explained. Finally the changes between the updated and the previous methodology are discussed. Formulae of selected distributions are summarized in the annexes.
Scientific assistance towards a probabilistic formulation of hydraulic boundary conditions. Extreme value analysis reference gui
- Departement Mobiliteit en Openbare Werken. Waterbouwkundig Laboratorium
- Publication date
- November 2019
- G. Leyssen, J. Blanckaert, F. Pereira, J. Nossent, F. Mostaert
- FHR reports 00_144_1