• Title/Summary/Keyword: 분계점 초과치 모형

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Parametric nonparametric methods for estimating extreme value distribution (극단값 분포 추정을 위한 모수적 비모수적 방법)

  • Woo, Seunghyun;Kang, Kee-Hoon
    • The Journal of the Convergence on Culture Technology
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    • v.8 no.1
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    • pp.531-536
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    • 2022
  • This paper compared the performance of the parametric method and the nonparametric method when estimating the distribution for the tail of the distribution with heavy tails. For the parametric method, the generalized extreme value distribution and the generalized Pareto distribution were used, and for the nonparametric method, the kernel density estimation method was applied. For comparison of the two approaches, the results of function estimation by applying the block maximum value model and the threshold excess model using daily fine dust public data for each observatory in Seoul from 2014 to 2018 are shown together. In addition, the area where high concentrations of fine dust will occur was predicted through the return level.