Extreme value statistics

Informacje na temat projektu

Identyfikator umowy o grant: FMBI961465

Projekt został zamknięty

Data rozpoczęcia 21 Stycznia 1997

Data zakończenia 20 Lipca 1997

Finansowanie w ramach

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

Koszt całkowity Brak danych

Wkład UE Brak danych

Koordynowany przez

UNIVERSIDADE DE LISBOA
Portugal

Cel

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.

Program(-y)

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

Temat(-y)

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

Zaproszenie do składania wniosków

Data not available

System finansowania

RGI - Research grants (individual fellowships)

Koordynator

UNIVERSIDADE DE LISBOA

• Wkład UE: Brak danych
• Adres: 2,Piso 2 C2 ; 1700 LISBOA ; Portugalia
• Koszt całkowity: Brak danych

Uczestnicy (1)

Not available

Niderlandy

• Wkład UE: Brak danych
• Koszt całkowity: Brak danych