DIRECTIONAL MODELING OF EXTREME WIND SPEEDS

Citation
Sg. Coles et D. Walshaw, DIRECTIONAL MODELING OF EXTREME WIND SPEEDS, Applied Statistics, 43(1), 1994, pp. 139-157
Citations number
28
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00359254
Volume
43
Issue
1
Year of publication
1994
Pages
139 - 157
Database
ISI
SICI code
0035-9254(1994)43:1<139:DMOEWS>2.0.ZU;2-O
Abstract
Extreme value models play an important role in assessing the risk to b uildings caused by high wind speeds. However, standard procedures take no account of the directional behaviour of the wind. In this paper th e extremal properties of the wind process are modelled as a function o f direction. This requires the adaptation of techniques which have rec ently been developed for the study of spatial extremes. In particular, fitting techniques are required which account for dependence across d irections, and, for joint probability statements, a model for the depe ndence itself is required.