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Estimation of return values of wave height: consequences of missing observations
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2008 (English)In: International journal of mathematical education in science and technology, ISSN 0020-739X, Vol. 39, no 3, 357-363 p.Article in journal (Refereed) Published
Abstract [en]

Extreme-value statistics is often used to estimate so-called return values (actually related to quantiles) for environmental quantities like wind speed or wave height. A basic method for estimation is the method of block maxima which consists in partitioning observations in blocks, where maxima from each block could be considered independent. Typically a block could be chosen as one year. Large portions of missing data could result in problems for estimation and seems to be an issue not highlighted in detail in the literature. The method of block maxima is here applied to real data and a related simulation study was performed, pointing out that substantially low values tend to increase the estimated return values. A plausible explanation is given by studying the redistribution of probability mass and the implications of this for the behaviours of the tails of distributions.

Place, publisher, year, edition, pages
2008. Vol. 39, no 3, 357-363 p.
Keyword [en]
Engineering education, Mathematics education, Research methods in education
National Category
URN: urn:nbn:se:uu:diva-85755DOI: 10.1080/00207390701639508OAI: oai:DiVA.org:uu-85754DiVA: diva2:114115
Available from: 2008-11-14 Created: 2008-11-06 Last updated: 2013-05-17Bibliographically approved

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Rydén, Jesper
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Department of Mathematics

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