Journal
ANNALS OF APPLIED STATISTICS
Volume 2, Issue 2, Pages 624-642Publisher
INST MATHEMATICAL STATISTICS
DOI: 10.1214/08-AOAS159
Keywords
Spatial extremes; max-stable process; areal reduction factor
Categories
Funding
- FCT [PTDC/MAT/64924/2006]
- Fundação para a Ciência e a Tecnologia [PTDC/MAT/64924/2006] Funding Source: FCT
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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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