SPATIAL DEPENDENCE ANALYSIS OF EXTREME WAVE HEIGHTS BY EMPLOYING NESTED MODEL FOR CROSS OCCURRENCE RATE

Abstract

 Spatial dependence of extreme wave heights should be taken more in consideration for disaster reduction plan in several viewpoints of the accumulating risk affected by the magnified typhoon due to the climate change. Accordance will be an useful index for the multivariate extremes, which is defined by the proportion of the identical cases of occurrence factors for the componentwise annual maxima to the total number of years. We first rearrange the dependence properties of bivariate extremes, and then we introduce the nested models for cross occurrence rate of three locations of extreme wave heights as one of the simplest models to connect the combination of bivariate extremes to the trivariate extremes without any additional parameters. Application of the nested model to annual maxima of wave heights at three locations: Omaezaki, Shimizu and Shimoda is demonstrated in comparison with one of the Husler-Reiss three parameters model.