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Modelling extreme wind speeds in regions prone to hurricanes
Author(s) -
Walshaw D.
Publication year - 2000
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.1111/1467-9876.00178
Subject(s) - extreme value theory , storm , meteorology , wind speed , limiting , environmental science , bayesian inference , inference , event (particle physics) , tropical cyclone , bayesian probability , climatology , computer science , mathematics , geography , geology , statistics , engineering , physics , mechanical engineering , quantum mechanics , artificial intelligence
Extreme wind speeds can arise as the result of a simple pressure differential, or a complex dynamic system such as a tropical storm. When sets of record values comprise a mixture of two or more different types of event, the standard models for extremes based on a single limiting distribution are not applicable. We develop a mixture model for extreme winds arising from two distinct processes. Working with sequences of annual maximum speeds obtained at hurricane prone locations in the USA, we take a Bayesian approach to inference, which allows the incorporation of prior information obtained from other sites. We model the extremal behaviour for the contrasting wind climates of Boston and Key West, and show that the standard models can give misleading results at such locations.