Extreme value statistics

Informations projet

N° de convention de subvention: FMBI961465

Projet clôturé

Date de début 21 Janvier 1997

Date de fin 20 Juillet 1997

Financé au titre de

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

Coût total Aucune donnée

Contribution de l’UE Aucune donnée

Coordonné par

UNIVERSIDADE DE LISBOA
Portugal

Objectif

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

Thème(s)

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

Appel à propositions

Data not available

Régime de financement

RGI - Research grants (individual fellowships)

Coordinateur

UNIVERSIDADE DE LISBOA

• Contribution de l’UE: Aucune donnée
• Adresse: 2,Piso 2 C2 ; 1700 LISBOA ; Portugal
• Coût total: Aucune donnée

Participants (1)

Not available

Pays-Bas

• Contribution de l’UE: Aucune donnée
• Coût total: Aucune donnée