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June 2008 On spatial extremes: With application to a rainfall problem
T. A. Buishand, L. de Haan, C. Zhou
Ann. Appl. Stat. 2(2): 624-642 (June 2008). DOI: 10.1214/08-AOAS159


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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T. A. Buishand. L. de Haan. C. Zhou. "On spatial extremes: With application to a rainfall problem." Ann. Appl. Stat. 2 (2) 624 - 642, June 2008.


Published: June 2008
First available in Project Euclid: 3 July 2008

zbMATH: 1273.62258
MathSciNet: MR2524349
Digital Object Identifier: 10.1214/08-AOAS159

Keywords: areal reduction factor , Max-stable process , spatial extremes

Rights: Copyright © 2008 Institute of Mathematical Statistics


Vol.2 • No. 2 • June 2008
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