Extreme value statistics

Project Information

Grant agreement ID: FMBI961465

Project closed

Start date 21 January 1997

End date 20 July 1997

Funded under

• Specific research and technological development programme in the field of the training and mobility of researchers, 1994-1998

Total cost € 0,00

EU contribution No data

Coordinated by

UNIVERSIDADE DE LISBOA
Portugal

Objective

The most important problem in extreme-value statistics is the question estimation of a quantile connected with a very low probability (for example estimating the height of a sea dike corresponding to a given failure probability). Since both parametric and non-parametric contexts are inappropriate (the parametric context being too narrow and the non-parametric context not offering real solutions), the semi-parametric context of extreme-value theory seems natural: the conditions are widely applicable, yet the conditions are sufficiently precise in order to provide realistic solutions. A similar problem comes up in
higher-dimensional space (involving e.g. sea levels and wave heights). It has completely new features. We propose to continue the development of relevant methods for solving this problem in finite-dimensional space and initiate the infinite-dimensional case which is also relevant for applications.

Programme(s)

• FP4-TMR - Specific research and technological development programme in the field of the training and mobility of researchers, 1994-1998

Topic(s)

• 0302 - Post-doctoral research training grants
• TM20 - Statistics and Probability

Call for proposal

Data not available

Funding Scheme

RGI - Research grants (individual fellowships)

Coordinator

UNIVERSIDADE DE LISBOA

• EU contribution: No data
• Address: 2,Piso 2 C2 ; 1700 LISBOA ; Portugal
• Total cost: No data

Participants (1)

Not available

Netherlands

• EU contribution: No data
• Total cost: No data