On spatial extremes: with application to a rainfall problem
arXiv:0807.4092 · 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 be the total rainfall in this area on one day. An important question is: what is the amount of rainfall 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.
Published in at http://dx.doi.org/10.1214/08-AOAS159 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)
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