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The study of extremes in the Peaks-Over-Threshold (POT) method requires the analysis of observations that exceed a specified threshold. The choice of this threshold, which involves a balance between the size of the bias of the estimators and their variances, as well as the distribution to be used in the modeling of the resulting extreme values, are topics of great practical importance. In this paper, nine threshold selection methods and four tests for the choice of statistical distribution models were considered. To demonstrate these methodologies and tests, an application of them to daily precipitation values on the islands of Madeira and Porto Santo from 1999 to 2023 is carried out in this study.

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Model and Threshold Selection in the Peaks-Over-Threshold (POT) Methodology: Application to Extreme Precipitation Values in Madeira and Porto Santo Islands

  • 会议论文

  • 发表日期：

    2025年

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  • Délia Gouveia-Reis,
  • Luiz Guerreiro Lopes,
  • Sandra Mendonça

摘要

The study of extremes in the Peaks-Over-Threshold (POT) method requires the analysis of observations that exceed a specified threshold. The choice of this threshold, which involves a balance between the size of the bias of the estimators and their variances, as well as the distribution to be used in the modeling of the resulting extreme values, are topics of great practical importance. In this paper, nine threshold selection methods and four tests for the choice of statistical distribution models were considered. To demonstrate these methodologies and tests, an application of them to daily precipitation values on the islands of Madeira and Porto Santo from 1999 to 2023 is carried out in this study.