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Trend estimation in extremes of synthetic North Sea surges

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  • Adam Butler
  • Janet E. Heffernan
  • Jonathan A. Tawn
  • Roger A. Flather

Abstract

Summary. Mechanistic models for complex atmospheric and hydrological processes are often used to simulate extreme natural events, usually to quantify the risks that are associated with these events. We use novel extreme value methods to analyse the statistical properties of output from a numerical storm surge model for the North Sea. The ‘model data’ constitute a reconstruction of the storm surge climate for the period 1955–2000 based on a high quality meteorological data set and constitute the only available source of information on surge elevations at offshore and unmonitored coastal locations over this period. Previous studies have used extreme value methods to analyse storm surge characteristics, but we can extend and improve on these analyses by using a local likelihood approach to provide a non‐parametric description of temporal and spatial variations in the magnitude and frequency of storm surge events.

Suggested Citation

  • Adam Butler & Janet E. Heffernan & Jonathan A. Tawn & Roger A. Flather, 2007. "Trend estimation in extremes of synthetic North Sea surges," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 56(4), pages 395-414, August.
    • Handle: RePEc:bla:jorssc:v:56:y:2007:i:4:p:395-414
    DOI: 10.1111/j.1467-9876.2007.00583.x
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    References listed on IDEAS

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    1. V. Chavez‐Demoulin & A. C. Davison, 2005. "Generalized additive modelling of sample extremes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(1), pages 207-222, January.
    2. Francesco Pauli & Stuart Coles, 2001. "Penalized likelihood inference in extreme value analyses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 547-560.
    3. A. C. Davison & N. I. Ramesh, 2000. "Local likelihood smoothing of sample extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 191-208.
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    Cited by:

    1. Cristina Izaguirre & Fernando Méndez & Antonio Espejo & Inigo Losada & Borja Reguero, 2013. "Extreme wave climate changes in Central-South America," Climatic Change, Springer, vol. 119(2), pages 277-290, July.
    2. Panagiota Galiatsatou & Christos Makris & Panayotis Prinos & Dimitrios Kokkinos, 2019. "Nonstationary joint probability analysis of extreme marine variables to assess design water levels at the shoreline in a changing climate," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1051-1089, September.

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