The effect of non-stationarity on extreme sea-level estimation

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 48, Issue 2, 1999, Pages 135-151

  Dixon, Mark J ^a   Tawn, Jonathan A ^b  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

^b NONE

Author keywords

Annual maximum method; Extreme sea levels; Extreme value theory; Joint probabilities method; Return level

Indexed keywords

EID: 0033473284     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00145     Document Type: Article

References (28)

1. Coles, S. G. and Tawn, J. A. (1990) Statistics of coastal flood prevention. Phil. Trans. R. Soc. Lond. A, 332, 457-476.
2. -(1996) A Bayesian analysis of extreme rainfall data. Appl. Statist., 45, 463-478.
3. Davison, A. C. and Smith, R. L. (1990) Models for exceedances over high thresholds (with discussion). J. R. Statist. Soc. B, 52, 393-442.
4. Dixon, M. J. and Tawn, J. A. (1992) Trends in U.K. extreme sea levels: a spatial approach. Geophys. J. Int., 111, 607-616.
5. -(1994) Estimates of extreme sea conditions: extreme sea-levels at the UK A-class sites: site-by-site analyses. Internal Document 65. Proudman Oceanographic Laboratory, Bidston.
6. -(1995) Estimates of extreme sea conditions: extreme sea-levels at the UK A class sites; optimal site-by-site analyses and spatial analysis for the east coast. Internal Document 72. Proudman Oceanographic Laboratory, Bidston.
7. -(1997) Spatial analyses for the UK coast. Internal Document 112. Proudman Oceanographic Laboratory, Bidston.
8. Graff, J. (1981) An investigation of the frequency distributions of annual sea-level maxima at ports around Great Britain. Est. Coastal Shelf Sci., 12, 389-449.
9. Gumbel, E. J. (1958) Statistics of Extremes. New York: Columbia University Press.
10. Horowitz, J. (1980) Extreme values from a nonstationary stochastic process: an application to air quality analysis. Technometrics, 22, 469-482.
11. Hosking, J. R. M., Wallis, J. R. and Wood, E. F. (1985) Estimation of the generalised extreme-value distribution by the method of probability-weighted moments. Technometrics, 27, 251-261.
12. Hüsler, J. (1986) Extreme values of non-stationary sequences. J. Appl. Probab., 23, 937-950.
13. Leadbetter, M. R. (1983) Extremes and local dependence in stationary sequences. Z. Wahrsch. Ver. Geb., 65, 291-306.
14. Leadbetter, M. R., Lindgren, G. and Rootzen, H. (1983) Extremes and Related Properties of Random Sequences and Series. New York: Springer.
15. Lennon, G. W. (1963) A frequency investigation of abnormally high tidal levels at certain west coast ports. Proc. Instn Civ. Engrs, 25, 451-484.
16. Middleton, J. F. and Thompson, K. R. (1986) Return periods of extreme sea-levels from short records. J. Geophys. Res., 91, 11707-11716.
17. Pugh, D. T. (1987) Tides, Surges and Mean Sea-level. Chichester: Wiley.
18. Pugh, D. T. and Vassie, J. M. (1979) Extreme sea-levels from tide and surge probability. In Proc. 16th Coastal Engineering Conf., Hamburg, 1978, vol. 1, pp. 911-930. New York: American Society of Civil Engineers.
19. -(1980) Applications of the joint probability method for extreme sea-level computations. Proc. Instn Civ. Engrs, Part 2, 69, 959-975.
20. Smith, R. L. (1986) Extreme value theory based on the r largest annual events. J. Hydrol., 86, 27-43.
21. -(1989) Extreme value analysis of environmental time series: an application to trend detection in ground level ozone. Statist. Sci., 4, 367-393.
22. Suthons, C. T. (1963) Frequency of occurrence of abnormally high sea-levels on the east and south coasts of England. Proc. Instn Civ. Engrs, 25, 433-450.
23. Tawn, J. A. (1988) An extreme value theory model for dependent observations. J. Hydrol., 101, 227-250.
24. -(1992) Estimating probabilities of extreme sea-levels. Appl. Statist., 41, 77-93.
25. Tawn, J. A., Dixon, M. J. and Woodworth, P. L. (1994) Trends in sea-levels. In Statistics for the Environment 2: Water Related Issues (eds V. Barnett and F. K. Turkman), pp. 147-181. Chichester: Wiley.
26. Tawn, J. A. and Vassie, J. M. (1989) Extreme sea-levels: the joint probabilities method revisited and revised. Proc. Instn Civ. Engrs, Part 2, 87, 429-442.
27. Tiago de Oliveira, J. (1976) Asymptotic behaviour of maxima with periodic disturbances. Ann. Inst. Statist. Math., 28, 19-23.
28. Walden, A. T., Prescott, P. and Webber, N. B. (1982) An alternative approach to the joint probability method for extreme sea level computations. Coastal Engng, 6, 71-82.