Articles | Volume 17, issue 3
https://doi.org/10.5194/nhess-17-357-2017
https://doi.org/10.5194/nhess-17-357-2017
Research article
 | 
08 Mar 2017
Research article |  | 08 Mar 2017

Efficient bootstrap estimates for tail statistics

Øyvind Breivik and Ole Johan Aarnes

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AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
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AR: Author's response | RR: Referee report | ED: Editor decision
ED: Publish subject to minor revisions (further review by Editor) (12 Feb 2017) by Nadia Pinardi
AR by Oyvind Breivik on behalf of the Authors (21 Feb 2017)  Author's response   Manuscript 
ED: Publish as is (25 Feb 2017) by Nadia Pinardi
AR by Oyvind Breivik on behalf of the Authors (25 Feb 2017)
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Short summary
Return values can be estimated from large data sets stemming from numerical models. The question explored here is how much of the original data must be kept in order to compute unbiased return estimates. We find that retaining only a small fraction is usually enough. This offers huge storage and computational savings. We provide a set of examples to demonstrate how this can be done.
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