In this paper we consider the estimation of North Sea storm severity, for storms with return periods in the interval 100 to 500 yr. The analysis consists of: modeling the tail-distribution for a set of data for storm severity (using, e.g., storm hindcast data); estimating extreme storm severity; estimating confidence intervals for extreme storm severity; validating the bias and variance of estimates using simulation studies, for known underlying model forms; and estimating the robustness of extreme quantile estimates with respect to misspecification of the underlying model for the tail-distribution of storm severity. Applications to NESS (Northern European Hindcast Study) hindcast data at clusters of locations in the northern, central and southern North Sea are considered. Results suggest, in particular, the existence of a physical upper limit for storm severity in the North Sea and a close to constant value for the extreme value index, γ ≈ −0.2.

1.
Coles
S. G.
, and
Tawn
J. A.
,
1994
, “
Statistical Methods for Multivariate Extremes: An Application to Structural Design
,”
Applied Statistics
, Vol.
43
, pp.
1
48
.
2.
Efron, B., 1982, The Jack-Knife, The Bootstrap and Other Resampling Plans, SIAM, Philadelphia, PA.
3.
Hall, P., 1988, The Bootstrap and Edgeworth Expansion, Springer-Verlag, New York, NY.
4.
Kalbfleisch, J. G., 1979, Probability and Statistical Inference. Vol. 2, Springer-Verlag, New York, NY.
5.
Leadbetter, M. R., Lindgren, G., and Rootze´n, 1983, Extremes and Related Properties of Random Sequences and Processes, Springer-Verlag, New York, NY.
6.
Mandelbrot, B. B., 1983, The Fractal Geometry of Nature, W. H. Freeman, New York, NY.
7.
Maes
M. A.
, and
Gu
G. Z.
,
1994
, “
Techniques Used to Determine Extreme Wave Heights From the NESS Dataset
,”
Journal of Research of the National Instite of Standards and Technology
, Vol.
99
, No.
4
, pp.
435
444
.
8.
Peters, D. J., Shaw, C. J., Grant, C. K., Heideman, J. C., and Szabo, D., 1993, “Modelling the North Sea through the North European Storm Study,” OTC 7130, 25th Offshore Technology Conference, Houston, TX, pp. 479–493.
9.
Pickands
J.
,
1975
, “
Statistical Inference Using Extreme Order Statistics
,”
Annals of Statistics
, Vol.
3
, pp.
119
131
.
10.
Tiago de Oliveira, J., ed., 1983, Statistical Extremes and Applications, NATO ASI Series C Vol. 31, Reidel, Netherlands.
11.
Tromans, P. S., and Vanderschuren, L., 1995, “Response-Based Design Conditions in the North Sea: Application of a New Method,” OTC 7683, 27th Offshore Technology Conference, Houston, TX, pp. 387–397.
This content is only available via PDF.
You do not currently have access to this content.