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On spatial extremes: with application to a rainfall problem. (English) Zbl 1273.62258
Summary: We consider daily rainfall observations at 32 stations in the province of North Holland (the Netherlands) during 30 years. Let \(T\) be the total rainfall in this area on one day. An important question is: what is the amount of rainfall \(T\) that is exceeded once in 100 years? This is clearly a problem belonging to extreme value theory. Also, it is a genuinely spatial problem. Recently, a theory of extremes of continuous stochastic processes has been developed. Using the ideas of that theory and much computer power (simulations), we have been able to come up with a reasonable answer to the question above.

MSC:
62P12 Applications of statistics to environmental and related topics
62G32 Statistics of extreme values; tail inference
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