IDEAS home Printed from https://ideas.repec.org/a/spr/nathaz/v89y2017i1d10.1007_s11069-017-2950-z.html
   My bibliography  Save this article

Estimation of the upper bound of seismic hazard curve by using the generalised extreme value distribution

Author

Listed:
  • V. A. Pavlenko

    (University of Pretoria Natural Hazard Centre)

Abstract

The problem considered in this study is that of unrealistic ground motion estimates, which arise in the Cornell–McGuire method when the seismic hazard curve is calculated for extremely low annual probabilities of exceedance. This problem stems from using the normal distribution in the modelling of the variability of the logarithm of ground motion parameters. In this study, the database of the strong-motion seismograph networks of Japan was used to examine the distribution of the logarithm of peak ground acceleration (PGA). The normal distribution and the generalised extreme value distribution (GEVD) models were considered in the analysis, with the preferred model being selected based on statistical criteria. The results of the analysis demonstrated the superiority of the GEVD in the vast majority of considered examples. The estimates of the shape parameter of the GEVD were negative in every considered example, indicating the presence of a finite upper bound of PGA. Therefore, the GEVD provides a model that is more realistic for the scatter of the logarithm of PGA, and the application of this model leads to a bounded seismic hazard curve.

Suggested Citation

  • V. A. Pavlenko, 2017. "Estimation of the upper bound of seismic hazard curve by using the generalised extreme value distribution," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 89(1), pages 19-33, October.
  • Handle: RePEc:spr:nathaz:v:89:y:2017:i:1:d:10.1007_s11069-017-2950-z
    DOI: 10.1007/s11069-017-2950-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11069-017-2950-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11069-017-2950-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Lyubushin & T. Tsapanos & V. Pisarenko & G. Koravos, 2002. "Seismic Hazard for Selected Sites in Greece: A Bayesian Estimate of Seismic Peak Ground Acceleration," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 25(1), pages 83-98, January.
    2. V. Pavlenko, 2015. "Effect of alternative distributions of ground motion variability on results of probabilistic seismic hazard analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 78(3), pages 1917-1930, September.
    3. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Minakshi Mishra & Abhishek & R. B. S. Yadav & Manisha Sandhu, 2021. "Probabilistic assessment of earthquake hazard in the Andaman–Nicobar–Sumatra region," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 313-338, January.
    2. Meng Zhang & Hua Pan, 2021. "Application of generalized Pareto distribution for modeling aleatory variability of ground motion," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 108(3), pages 2971-2989, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Barunik, Jozef & Vacha, Lukas, 2010. "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4863-4874.
    2. Fátima Brilhante, M. & Ivette Gomes, M. & Pestana, Dinis, 2013. "A simple generalisation of the Hill estimator," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 518-535.
    3. Manisha Sandhu & Babita Sharma & Himanshu Mittal & R. B. S. Yadav & Dinesh Kumar & S. S. Teotia, 2020. "Simulation of strong ground motion due to active Sohna fault in Delhi, National Capital Region (NCR) of India: an implication for imminent plausible seismic hazard," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 104(3), pages 2389-2408, December.
    4. Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
    5. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
    6. Ivanilda Cabral & Frederico Caeiro & M. Ivette Gomes, 2022. "On the comparison of several classical estimators of the extreme value index," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(1), pages 179-196, January.
    7. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
    8. Allen, Michael R. & Datta, Somnath, 1999. "Estimation of the index parameter for autoregressive data using the estimated innovations," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 315-324, February.
    9. Phornchanok Cumperayot & Casper G. de Vries, 2006. "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers 06-086/2, Tinbergen Institute.
    10. Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
    11. Minakshi Mishra & Abhishek & R. B. S. Yadav & Manisha Sandhu, 2021. "Probabilistic assessment of earthquake hazard in the Andaman–Nicobar–Sumatra region," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 313-338, January.
    12. Gomes, M. Ivette & Neves, Cláudia, 2008. "Asymptotic comparison of the mixed moment and classical extreme value index estimators," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 643-653, April.
    13. Einmahl, J.H.J. & de Haan, L.F.M. & Krajina, A., 2009. "Estimating Extreme Bivariate Quantile Regions," Other publications TiSEM 007ce0a9-dd94-4301-ad62-1, Tilburg University, School of Economics and Management.
    14. Estate Khmaladze & Wolfgang Weil, 2008. "Local empirical processes near boundaries of convex bodies," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 813-842, December.
    15. Igor Fedotenkov, 2014. "A note on the bootstrap method for testing the existence of finite moments," Statistica, Department of Statistics, University of Bologna, vol. 74(4), pages 447-453.
    16. Li, Zhouping & Gong, Yun & Peng, Liang, 2010. "Empirical likelihood method for intermediate quantiles," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 1022-1029, June.
    17. Yi He & John H. J. Einmahl, 2017. "Estimation of extreme depth-based quantile regions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
    18. Ana Ferreira & Casper G. de Vries, 2004. "Optimal Confidence Intervals for the Tail Index and High Quantiles," Tinbergen Institute Discussion Papers 04-090/2, Tinbergen Institute.
    19. Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar, 1997. "Estimating the spectral measure of an extreme value distribution," Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 143-171, October.
    20. Mengheng Li & Siem Jan Koopman, 2021. "Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 614-627, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:nathaz:v:89:y:2017:i:1:d:10.1007_s11069-017-2950-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.