Skip to main content
Go to the home page of the European Commission (opens in new window)
English en
CORDIS - EU research results
CORDIS
Content archived on 2024-05-14

Extreme value statistics

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.

Fields of science (EuroSciVoc)

This project has not yet been classified with EuroSciVoc.
Be the first one to suggest relevant scientific fields and help us improve our classification service

Programme(s)

Topic(s)

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)