The Annals of Applied Statistics

On spatial extremes: With application to a rainfall problem

T. A. Buishand, L. de Haan, and C. Zhou

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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.

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Ann. Appl. Stat. Volume 2, Number 2 (2008), 624-642.

First available in Project Euclid: 3 July 2008

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Spatial extremes max-stable process areal reduction factor


Buishand, T. A.; de Haan, L.; Zhou, C. On spatial extremes: With application to a rainfall problem. Ann. Appl. Stat. 2 (2008), no. 2, 624--642. doi:10.1214/08-AOAS159.

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