Statistics Forum: Yanyun Wu

Yanyun Wu, Lancaster University

Thursday 23 May 2013, 1200-1230
A54, Postgraduate Statistics Centre Lecture Theatre

Splines model for extreme waves

Storm severity varies systematically with numerous covariates, including season, storm direction, location etc. Reliable estimation of design criteria requires adequate incorporation of covariate effects within extreme value models. We present a spline model for extreme storm peak significant wave heights based on the non-homogeneous Poisson model for peaks over a threshold. Variability with covariates is incorporated through p-splines on the model parameters threshold, and the rate and size of threshold exceedances. The approach is illustrated using a simulated and field data.