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Extreme value analysis of north sea storm severity

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Extreme value analysis of north sea storm severity. / Elsinghorst, C.; Groeneboom, P.; Jonathan, P. et al.

In: Journal of Offshore Mechanics and Arctic Engineering, Vol. 120, No. 3, 1998, p. 177-183.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Elsinghorst, C, Groeneboom, P, Jonathan, P, Smulders, L & Taylor, PH 1998, 'Extreme value analysis of north sea storm severity', Journal of Offshore Mechanics and Arctic Engineering, vol. 120, no. 3, pp. 177-183. https://doi.org/10.1115/1.2829538

APA

Elsinghorst, C., Groeneboom, P., Jonathan, P., Smulders, L., & Taylor, P. H. (1998). Extreme value analysis of north sea storm severity. Journal of Offshore Mechanics and Arctic Engineering, 120(3), 177-183. https://doi.org/10.1115/1.2829538

Vancouver

Elsinghorst C, Groeneboom P, Jonathan P, Smulders L, Taylor PH. Extreme value analysis of north sea storm severity. Journal of Offshore Mechanics and Arctic Engineering. 1998;120(3):177-183. doi: 10.1115/1.2829538

Author

Elsinghorst, C. ; Groeneboom, P. ; Jonathan, P. et al. / Extreme value analysis of north sea storm severity. In: Journal of Offshore Mechanics and Arctic Engineering. 1998 ; Vol. 120, No. 3. pp. 177-183.

Bibtex

@article{2d560f95783042f1b3f79ed51d0cff9e,
title = "Extreme value analysis of north sea storm severity",
abstract = "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. {\textcopyright} 1998 by ASME.",
keywords = "Computer simulation, Data reduction, Mathematical models, Parameter estimation, Extreme value analysis, Tail-distribution model, Storms, extreme event, forecasting method, storm, North Sea",
author = "C. Elsinghorst and P. Groeneboom and P. Jonathan and L. Smulders and P.H. Taylor",
year = "1998",
doi = "10.1115/1.2829538",
language = "English",
volume = "120",
pages = "177--183",
journal = "Journal of Offshore Mechanics and Arctic Engineering",
issn = "0892-7219",
publisher = "American Society of Mechanical Engineers(ASME)",
number = "3",

}

RIS

TY - JOUR

T1 - Extreme value analysis of north sea storm severity

AU - Elsinghorst, C.

AU - Groeneboom, P.

AU - Jonathan, P.

AU - Smulders, L.

AU - Taylor, P.H.

PY - 1998

Y1 - 1998

N2 - 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.

AB - 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.

KW - Computer simulation

KW - Data reduction

KW - Mathematical models

KW - Parameter estimation

KW - Extreme value analysis

KW - Tail-distribution model

KW - Storms

KW - extreme event

KW - forecasting method

KW - storm

KW - North Sea

U2 - 10.1115/1.2829538

DO - 10.1115/1.2829538

M3 - Journal article

VL - 120

SP - 177

EP - 183

JO - Journal of Offshore Mechanics and Arctic Engineering

JF - Journal of Offshore Mechanics and Arctic Engineering

SN - 0892-7219

IS - 3

ER -