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Wind and Structures
  Volume 1, Number 1, March 1998 , pages 25-42

Improving the Gumbel analysis by using M-th highest extremes
Nicholas J. Cook

    Improvements to the Gumbel method of extreme value analysis of wind data made over the last two decades are reviewed and illustrated using sample data for Jersey. A new procedure for extending the Gumbel method to include M-the highest annual extremes is shown to be less effective than the standard method, but leads to a method for calibrating peak-over-threshold methods against the standard Gumbel approach. Peak-over-threshold methods that include at least the 3rd highest annual extremes, specifically the modified Jensen and Franck method and the
Key Words
    extreme value analysis; anemometers; sub-annual extremes; Gumbel analysis; statistical independence; recurrence.
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