Rydén, Jesper
- Department of Energy and Technology, Swedish University of Agricultural Sciences
Conference paper2023Peer reviewed
Rydén, Jesper; Freyland, Sara
Estimation of so-called return values of environmental extremes, of importance in e.g. ocean and coastal engineering, is a challenging problem. Several approaches have been suggested in the literature. In this work, we examine closer a natural extension of the classical approach of block maxima: the r largest annual maxima. We investigate the performance on measurements of sea level at three locations along the Swedish coastline, and pay attention to the practical implications of the assumptions of the method. Return levels are estimated for various return periods along with related confidence intervals and compared with the conventional block-maxima approach. We find that the upper bound of the confidence intervals is considerably reduced compared to the traditional methodology, in particular for higher return periods.
The proceedings of the International Offshore and Polar Engineering Conference
2023, number: ISOPE-2023
Title: The Proceedings of The Thirty-third (2023) International OCEAN AND POLAR ENGINEERING CONFERENCE
Publisher: International Society of Offshore and Polar Engineers (ISOPE)
The 33th International Offshore and Polar Engineering Conference, ISOPE 2023, June 19–23, 2023, Ottawa, Canada
Probability Theory and Statistics
https://res.slu.se/id/publ/126874