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Sea and Wind: Multivariate Extremes at Work

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Abstract

Multivariate extreme value theory is used to estimate the probability of failure of a sea-wall near the town of Petten in Noord Holland, The Netherlands. The sample consists of 828 observations of still water levels and wave heights collected during storm events over a 13-year period. The paper sketches the probabilistic and statistical theory behind the estimation procedures used.

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Authors and Affiliations

  1. Erasmus University Rotterdam, P.O. Box 1738, 3000 DR, Rotterdam

    Laurens de Haan

  2. National Institute for Coastal and Marine management, P.O. Box 20907, 2500 EX, The Hague

    John de Ronde

Authors
  1. Laurens de Haan
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  2. John de Ronde
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de Haan, L., de Ronde, J. Sea and Wind: Multivariate Extremes at Work. Extremes 1, 7–45 (1998). https://doi.org/10.1023/A:1009909800311

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