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An alternative approach for extreme value statistics of climatologic dependent variables in small samples

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Summary

Extreme event analysis of meteorological variables by conventional statistical methods does not meet the necessary mathematical assumptions such as the independence of successive occurrences. An alternative method is proposed for analyzing extreme values of dependent variables by considering all the extreme values above a threshold value in finite samples. The probability for the maximum event in a given finite sequence of dependent meteorological variables is derived explicitly.

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Authors and Affiliations

  1. Department of Meteorology, Technical University of Istanbul, Maslak, Istanbul, Turkey

    Z. Şen

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  1. Z. Şen
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Şen, Z. An alternative approach for extreme value statistics of climatologic dependent variables in small samples. Theor Appl Climatol 58, 169–173 (1997). https://doi.org/10.1007/BF00865017

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  • DOI: https://doi.org/10.1007/BF00865017

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