Articles | Volume 29, issue 4
https://doi.org/10.5194/hess-29-1159-2025
https://doi.org/10.5194/hess-29-1159-2025
Research article
 | 
28 Feb 2025
Research article |  | 28 Feb 2025

Non-asymptotic distributions of water extremes: much ado about what?

Francesco Serinaldi, Federico Lombardo, and Chris G. Kilsby

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Cited articles

Allamano, P., Laio, F., and Claps, P.: Effects of disregarding seasonality on the distribution of hydrological extremes, Hydrol. Earth Syst. Sci., 15, 3207–3215, https://doi.org/10.5194/hess-15-3207-2011, 2011. a
Arnold, B. C., Balakrishnan, N., and Nagaraja, H. N.: A First Course in Order Statistics, Classics in Applied Mathematics, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, ISBN 978-0-89871-648-1, 1992. a
Balkema, A. A. and de Haan, L.: Residual Life Time at Great Age, Ann. Probab., 2, 792–804, 1974. a
Beck, C.: Dynamical Foundations of Nonextensive Statistical Mechanics, Phys. Rev. Lett., 87, 180601, https://doi.org/10.1103/PhysRevLett.87.180601, 2001. a
Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J., De Waal, D., and Ferro, C.: Statistics of Extremes: Theory and Applications, Wiley Series in Probability and Statistics, Wiley, Chichester, England, ISBN 0-471-97647-4, 2004. a
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Non-asymptotic probability distributions of block maxima (BM) have been proposed as an alternative to asymptotic distributions from classic extreme-value theory. We show that the non-asymptotic models are unnecessary and redundant approximations of the corresponding parent distributions, which are readily available, are not affected by serial dependence, have simpler expression, and describe the probability of all quartiles of the process of interest and not only the probability of BM. 
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