Bivariate distribution with two-component extreme value marginals to model extreme wind speeds

The bivariate logistic model with two-component extreme value marginal distributions (BTCEV) is applied to provide a regional at-site wind speed estimate. The maximum likelihood estimators of the parameters were obtained numerically by using a multivariable constrained optimization algorithm. A tota...

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Detalles Bibliográficos
Autor: C. ESCALANTE-SANDOVAL
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2008
País:México
Institución:Universidad Nacional Autónoma de México
Repositorio:Redalyc-UNAM
OAI Identifier:oai:redalyc.org:56512095005
Acceso en línea:https://www.redalyc.org/articulo.oa?id=56512095005
Access Level:acceso abierto
Palabra clave:Ciencias de la Tierra
of
fit
goodness
Wind speed frequency analysis
bivariate extreme value distribution
Descripción
Sumario:The bivariate logistic model with two-component extreme value marginal distributions (BTCEV) is applied to provide a regional at-site wind speed estimate. The maximum likelihood estimators of the parameters were obtained numerically by using a multivariable constrained optimization algorithm. A total of 45 sets of largest annual wind speeds gathered of stations located in The Netherlands were selected to apply the model. Results were compared with those obtained by the univariate distributions: Gumbel (G), Generalized Extreme Value (GEV), Reverse Weibull (RW) and two-component extreme value (TCEV); the bivariate distributions with marginals G, GEV and RW; and three regional methods: station-year, index flood (index-wind) and L-moments. In general, a significant improvement occurs, measured through the use of a goodness-of-fit test, when estimating the parameters of the marginal distribution with the bivariate distributions instead of its univariate and regional counterpart, and differences between at-site and regional at-site design events can be significant as return period increases. Results suggest that it is very important to consider the bivariate joint estimation option when analyzing extreme wind speeds, especially for short samples.