Skip to main content Accessibility help
×
Hostname: page-component-586b7cd67f-gb8f7 Total loading time: 0 Render date: 2024-11-28T04:24:25.018Z Has data issue: false hasContentIssue false

10 - Nonparametric estimation of multivariate density and nonparametric regression

Published online by Cambridge University Press:  07 May 2010

W. Feluch
Affiliation:
Technical University of Warsaw, Institute of Environmental Engineering, Warsaw, Poland
Zbigniew W. Kundzewicz
Affiliation:
World Meteorological Organization, Geneva
Get access

Summary

ABSTRACT The p.d.f.s typically used in hydrology for determination of exceedance probability (e.g. design floods) are typically based on the parametric approach. In the two-or three-dimensional cases and in the case of regression problems the multivariate normal distribution is in common use. Nonparametric density estimators in multivariate random variables are a new approach to estimation and regression. As an alternative to the standard parametric estimators, the nonparametric multivariate Parzen estimator has been used in the analysis. The results of the analysis indicate that the parametric and nonparametric estimators are performing comparatively well. Some conclusions are offered concerning the applications of the nonparametric approaches.

INTRODUCTION

Various probability distributions are used in hydrology for determination of exceedance probability. Flood frequency analysis is an example, where typically only one-dimensional random variables are considered (Flood Frequency and Risk Analyses, 1986; Kaczmarek, 1970). Sometimes models involving two-or three-dimensional random variables are investigated. For example, multivariate models for low or high water stages were developed by Zielińska (1963, 1964), Yevjevich (1967) and Strupczewski (1967), under the assumption of normality of the underlying probability distribution.

Another parametric estimation approach in hydrology is a classical regression problem also based on multivariable normal distribution (Kaczmarek, 1970).

Recently investigations based on the nonparametric approach (nonparametric method of estimation (NME)) have been initiated in hydrology (Adamowski, 1985, Feluch, 1987, Adamowski & Feluch, 1988, Schuster & Yakowitz, 1985).

Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×