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Modelling intersite dependence for regional frequency analysis of extreme marine events

Abstract : The duration of observation at a site of interest is generally too low to reliably estimate marine extremes. Regional frequency analysis (RFA), by exploiting the similarity between sites, can help to reduce uncertainties inherent to local analyses. Extreme observations in a homogeneous region are especially assumed to follow a common regional distribution, up to a local index. The regional pooling method, by gathering observations from different sites into a regional sample, can be employed to estimate the regional distribution. However, such a procedure may be highly affected by intersite dependence in the regional sample. This paper derives a theoretical model of intersite dependence, dedicated to the regional pooling method in a "peaks over threshold" framework. This model expresses the tendency of sites to display a similar behavior during a storm generating extreme observations, by describing both the storm propagation in the region and the storm intensity. The proposed model allows the assessment of i) the regional effective duration of the regional sample and ii) different regional hazards, e.g., return periods of storms. An application to the estimation of extreme significant wave heights from the numerical sea-state database ANEMOC-2 is provided, where different patterns of regional dependence are highlighted.
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Contributor : Jérôme Weiss Connect in order to contact the contributor
Submitted on : Thursday, May 22, 2014 - 9:07:46 AM
Last modification on : Monday, May 11, 2020 - 12:30:12 PM


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  • HAL Id : hal-00992636, version 2



Jérôme Weiss, Pietro Bernardara, Michel Benoit. Modelling intersite dependence for regional frequency analysis of extreme marine events. 2014. ⟨hal-00992636v2⟩



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