TREND MODEL OF SEA EXTREMES

Toshikazu Kitano, Wataru Kioka, Rinya Takahashi

Abstract


The confidence interval for return level is re-examined. A definitively new method is proposed by employing an implicit link function, a plug-in estimation and a gamma distribution with the shape parameter given by the degree of experience. It is applied to a trend model of sea extremes, and it should be a very notable finding that the passing of time enlarges the range of confidence interval even for the stationary model.

Keywords


Gumbel distribution; return period; confidence interval; degree of experience

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