Open Access
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
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.

Copyright © 2008 Institute of Mathematical Statistics
T. A. Buishand, L. de Haan, and C. Zhou "On spatial extremes: With application to a rainfall problem," The Annals of Applied Statistics 2(2), 624-642, (June 2008). https://doi.org/10.1214/08-AOAS159
Published: June 2008
Vol.2 • No. 2 • June 2008
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