2025/06/19 by McVittie, James H., Murphy, Orla A. · 1 citation
Earth and Planetary Sciences · Environmental Science · #62P12 #Applications (stat.AP) #FOS: Computer and information sciences #Hydrology and Drought Analysis #Methodology (stat.ME) #Ocean Waves and Remote Sensing #Tropical and Extratropical Cyclones Research
paper · pdf · doi:10.48550/arxiv.2506.15970
openalex publication_date 2025/06/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The block maxima approach, which consists of dividing a series of observations into equal sized blocks to extract the block maxima, is commonly used for identifying and modelling extreme events using the generalized extreme value (GEV) distribution. In the analysis of coastal wave surge levels, the underlying data which generate the block maxima typically have missing observations. Consequently, the observed block maxima may not correspond to the true block maxima yielding biased estimates of the GEV distribution parameters. Various parametric modelling procedures are proposed to account for the presence of missing observations under a block maxima framework. The performance of these estimators is compared through an extensive simulation study and illustrated by an analysis of extreme wave surges in Atlantic Canada.