Extreme Winds Estimation by 'Peaks Over Threshold' and Epochal Methods.
Extreme Winds Estimation by 'Peaks Over Threshold' and
Gross, J. L.; Heckert, N. A.; Lechner, J. A.; Simiu, E.
American Society of Civil Engineers (ASCI). Structures
Congress XII. Volume 2. April 24-28, 1994, Atlanta,
GA, American Society of Civil Engineers, New York, NY,
Baker, N. C.; Goodno, B. J., Editor(s)(s), 1472-1477 pp,
Sponsor:National Science Foundation, Washington, DC
wind velocity; wind effects; simulation; monte carlo
With a view to applying the "peaks over threshold"
method to the estimation of extreme wind speed data, we
perform Monte Carlo simulations for which the parameters
of the population distributions were estimated from sets
of actual extreme wind speed data. We summarize results
concerning (1) the relative efficiency of several
estimation procedures used in such methods, (2) the
optimal threshold for any given set of data, and (3)
estimates based on the "peaks over threshold" method as
compared to estimates based on the epochal approach.
This work is part of a long-term effort conducted by
NIST aimed at assessing and utilizing "peaks over
threshold" methods for the estimation of extreme wind