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Extreme value analysis of north sea storm severity

Research output: Contribution to Journal/MagazineJournal articlepeer-review

  • C. Elsinghorst
  • P. Groeneboom
  • P. Jonathan
  • L. Smulders
  • P.H. Taylor
<mark>Journal publication date</mark>1998
<mark>Journal</mark>Journal of Offshore Mechanics and Arctic Engineering
Issue number3
Number of pages7
Pages (from-to)177-183
Publication StatusPublished
<mark>Original language</mark>English


In this paper we consider the estimation of North Sea storm severity, for storms with return periods in the interval 100 to 500 yr. The analysis consists of." modeling the tail-distribution for a set of data for storm severity (using, e.g., storm hindcast data); estimating extreme storm severity; estimating confidence intervals for extreme storm severity; validating the bias and variance of estimates using simulation studies, for known underlying model forms; and estimating the robustness of extreme quantile estimates with respect to misspecification of the underlying model for the tail-distribution of storm severity. Applications to NESS (Northern European Hindcast Study) hindcast data at clusters of locations in the northern, central and southern North Sea are considered. Results suggest, in particular, the existence of a physical upper limit for storm severity in the North Sea and a close to constant value for the extreme value index, γ ≈ -0.2. © 1998 by ASME.