Extreme value statistics

Lines connect the coordinator with its partners. CORDIS does not always give exact coordinates for projects before 2014. These points are placed at city or country level.

Project 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.

Original text from CORDIS.

Participants

• Universidade de Lisboa · LisboaCoordinatorPortugal
• Not availableCity levelNetherlands

Links

• View on CORDIS