Characterising the joint distribution of extremes of significant wave height and wind speed is critical for reliable design and assessment of marine structures. The extremal dependence of pairs of oceanographic variables can be characterised using one of a number of summary statistics, which describe the two different types of extremal dependence. Quantifying the type of extremal dependence is an essential pre-requisite to joint or spatial extreme value modelling, and ensures that appropriate model forms are employed.
We estimate extremal dependence between storm peak significant wave height and storm peak wind speed (Hs, WS) for locations in a region of the northern North Sea. However, since the extremal dependence itself may vary with storm direction, we introduce new covariate-dependent forms of the extremal dependence measures that account for the direction of the storm.
We discuss the implications of all of the estimates for marine design, including specification of joint design criteria for extended spatial domains, and statistical downscaling to incorporate the effects of climate change on design specification.
