On spatial extremes: With application to a rainfall problem
T. A. Buishand, L. de Haan, C. Zhou
The Annals of Applied Statistics · 2008 · Volume 2 · Issue 2
Abstract
We consider daily rainfall observations at 32 stations in the province of North Holland (the Netherlands) during 30 years. Let T be the total rainfall in this area on one day. An important question is: what is the amount of rainfall T that is exceeded once in 100 years? This is clearly a problem belonging to extreme value theory. Also, it is a genuinely spatial problem. Recently, a theory of extremes of continuous stochastic processes has been developed. Using the ideas of that theory and much computer power (simulations), we have been able to come up with a reasonable answer to the question above.
Keywords
areal reduction factor, Max-stable process, spatial extremes
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