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Extreme value modelling of hurricane wind speeds.

Research output: Contribution to journalJournal articlepeer-review

Published
  • Stuart G. Coles
  • Edward Casson
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<mark>Journal publication date</mark>1998
<mark>Journal</mark>Structural Safety
Issue number3
Volume20
Number of pages14
Pages (from-to)283-296
Publication StatusPublished
<mark>Original language</mark>English

Abstract

Estimating return levels of extreme wind speeds due to hurricanes presents both practical and analytical difficulties. The practical difficulty of collecting data has been resolved in the past by modelling simulated data--we adopt such an approach in this paper also. The analytical difficulties concern the problem of estimating the probabilities of events which are more extreme than those simulated. We follow common practice here also, using standard extreme value models to describe extreme tail behaviour. We differ from previous analyses of hurricane data in two respects. First, we use a model parameterisation which enables models fitted at different thresholds or at different sites to be easily compared. Second, we use maximum likelihood as the method of inference. This is found to produce results similar to those of previous studies, but enables the development of a spatial analysis which exploits similarities in the behaviour of the data from one site to another in order to improve the precision of estimation, and facilitates prediction at coastline locations other than those with simulated data.