- Author
- Gross, J. L. | Heckert, N. A. | Lechner, J. A. | Simiu, E.
- Title
- Modeling of Extreme Loading by 'Peaks Over Threshold' Methods.
- Coporate
- National Institute of Standards and Technology, Gaithersburg, MD
- Sponsor
- National Science Foundation, Washington, DC
- Contract
- NSF-GRANT-MSM-9013116
- Book or Conf
- Dynamic Response and Progressive Failure of Special Structures. Response of Truss and Truss-Type Structures During Progressive Failure and Dynamic Loading and Analysis of Structures, Proceedings of the Technical Sessions. June 6-9, 1993, Charlottesville, VA, Malla, R. B., Editors, 135-147 p., 1993
- Keywords
- extreme value theory | monte carlo method | peaks over threshold | wind velocity | simulation
- Abstract
- In the past twenty years a new body of extreme value theory has been developed for the estimation of extremes from data exceeding a sufficienty high threshold. In the work reported herein, we seek to apply the 'peaks over threshold' theory to the estimation of extrmem wind speeds. The studies presented are based on Monte Carlo simulations for which the parameters of the population distributions were estimated from sets of actual extreme wind speed data. Results are presented 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 using largest yearly wind speeds. 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 loads.