KERNEL QUANTILE FUNCTION ESTIMATOR FOR FLOOD FREQUENCY-ANALYSIS

Authors
MOON YI LALL U
Citation
Yi. Moon et U. Lall, KERNEL QUANTILE FUNCTION ESTIMATOR FOR FLOOD FREQUENCY-ANALYSIS, Water resources research, 30(11), 1994, pp. 3095-3103
Citations number
45
Categorie Soggetti
Limnology,"Environmental Sciences","Water Resources
Journal title
Water resources research → ACNP
ISSN journal
00431397
Volume
30
Issue
11
Year of publication
1994
Pages
3095 - 3103
Database
ISI
SICI code
0043-1397(1994)30:11<3095:KQFEFF>2.0.ZU;2-P
Abstract
A kernel estimator (KQ) of the quantile function is presented here. Bo undary kernels are used for extrapolation of tail quantiles. The bandw idth of the estimator is chosen using an automatic, ''plug-in'' method . Confidence intervals for the estimated quantile are estimated by boo tstrapping. Comparisons of the estimator with selected tail probabilit y estimators are offered. The KQ estimator presented here is shown to be competitive with other estimators.