Directional Modelling of Extreme Wind Speeds

Stuart G. Coles and David Walshaw

Journal of the Royal Statistical Society Series C, 1994, vol. 43, issue 1, 139-157

Abstract: Extreme value models play an important role in assessing the risk to buildings caused by high wind speeds. However, standard procedures take no account of the directional behaviour of the wind. In this paper the extremal properties of the wind process are modelled as a function of direction. This requires the adaptation of techniques which have recently been developed for the study of spatial extremes. In particular, fitting techniques are required which account for dependence across directions, and, for joint probability statements, a model for the dependence itself is required.

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:43:y:1994:i:1:p:139-157

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