Extreme value statistics

Información del proyecto

Identificador del acuerdo de subvención: FMBI961465

Proyecto cerrado

Fecha de inicio 21 Enero 1997

Fecha de finalización 20 Julio 1997

Financiado con arreglo a

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

Coste total € 0,00

Aportación de la UE Sin datos

Coordinado por

UNIVERSIDADE DE LISBOA
Portugal

Objetivo

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.

Programa(s)

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

Tema(s)

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

Convocatoria de propuestas

Data not available

Régimen de financiación

RGI - Research grants (individual fellowships)

Coordinador

UNIVERSIDADE DE LISBOA

• Aportación de la UE: Sin datos
• Dirección: 2,Piso 2 C2 ; 1700 LISBOA ; Portugal
• Coste total: Sin datos

Participantes (1)

Not available

Países Bajos

• Aportación de la UE: Sin datos
• Coste total: Sin datos