Modelling Extremes of the Areal Rainfall Process
Stuart G. Coles, Jonathan A. Tawn
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1996 · Volume 58 · Issue 2
DOI: 10.1111/j.2517-6161.1996.tb02085.x
Abstract
Risk assessment for many hydrological structures requires an estimate of the extremal behaviour of the rainfall regime within a specified catchment region. In most cases it is the spatially aggregated rainfall which is the key process, though in practice only pointwise rainfall measurements from a network of sites over the region are available. In this paper we address the problem of making inferences about the extremal properties of the aggregated process from the pointwise data. Working within the usual extreme value paradigm, a model is derived in which the resulting distribution is determined by the marginal tail behaviour and spatial dependence at extreme levels of the process. Data collected from a region in the south-west of England are used to illustrate the procedure.
Keywords
extreme value theory, generalized extreme value distribution, generalized pareto distribution, max-stable processes, point processes, rainfall, spatial modelling
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