Royal Netherlands Meteorological Institute; Ministery of Infrastructure and the Environment

Publications, presentations and other activities
On spatial extremes: with application to a rainfall problem
2008
by T.A. Buishand (KNMI), L. de Haan (Erasmus University Rotterdam and University of Lisbon), C. Zhou (Erasmus University Rotterdam and Tinbergen Institute),
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.

Biblographic data
Buishand, T.A., L. de Haan and C. Zhou, On spatial extremes: with application to a rainfall problem
Ann. Applied Statistics, 2008, 2, 2, 624-642, doi:10.1214/08-AOAS159.
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