On spatial extremes: with application to a rainfall problem

Details On spatial extremes: with application to a rainfall problem On spatial extremes: with application to a rainfall problem

2008-07-25

arxiv.org/abs/0807.4092v1

Annals of Applied Statistics 2008, Vol. 2, No. 2, 624-642

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Published in at http://dx.doi.org/10.1214/08-AOAS159 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

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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