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.
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August 1998
Research Papers
Extreme Value Analysis of North Sea Storm Severity
C. Elsinghorst,
C. Elsinghorst
Delft University of Technology, The Netherlands
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P. Groeneboom,
P. Groeneboom
Delft University of Technology, The Netherlands
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P. Jonathan,
P. Jonathan
Shell Research Thornton, P.O. Box 1, Chester CH1 3SH, U.K.
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L. Smulders,
L. Smulders
Delft University of Technology, The Netherlands
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P. H. Taylor
P. H. Taylor
Shell Research Rijswijk, The Netherlands
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C. Elsinghorst
Delft University of Technology, The Netherlands
P. Groeneboom
Delft University of Technology, The Netherlands
P. Jonathan
Shell Research Thornton, P.O. Box 1, Chester CH1 3SH, U.K.
L. Smulders
Delft University of Technology, The Netherlands
P. H. Taylor
Shell Research Rijswijk, The Netherlands
J. Offshore Mech. Arct. Eng. Aug 1998, 120(3): 177-183 (7 pages)
Published Online: August 1, 1998
Article history
Received:
September 1, 1997
Revised:
March 1, 1998
Online:
December 17, 2007
Citation
Elsinghorst, C., Groeneboom, P., Jonathan, P., Smulders, L., and Taylor, P. H. (August 1, 1998). "Extreme Value Analysis of North Sea Storm Severity." ASME. J. Offshore Mech. Arct. Eng. August 1998; 120(3): 177–183. https://doi.org/10.1115/1.2829538
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