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Lookup NU author(s): Dr Lee Fawcett,
Dr David Walshaw
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In this paper we investigate the impact of model mis–specification, in terms of the dependencestructure in the extremes of a spatial process, on the estimation of key quantities that areof interest to hydrologists and engineers. For example, it is often the case that severe flood-ing occurs as a result of the observation of rainfall extremes at several locations in a regionsimultaneously. Thus, practitioners might be interested in estimates of the joint exceedanceprobability of some high levels across these locations. It is likely that there will be spatialdependence present between the extremes, and this should be properly accounted for whenestimating such probabilities. We compare the use of standard models from the geostatis-tics literature with max–stables models from extreme value theory. We find that, in somesituations, using an incorrect spatial model for our extremes results in a significant under–estimation of these probabilities which – in flood defence terms – could lead to substantialunder–protection.
Author(s): Fawcett L, Walshaw D
Publication type: Article
Publication status: Published
Journal: Journal of Applied Statistics
Print publication date: 14/11/2013
ISSN (print): 0266-4763
ISSN (electronic): 1360-0532
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