Statistical exploitation of new insights for multivariate extremes
Lead Research Organisation:
Lancaster University
Department Name: Mathematics and Statistics
Abstract
Various probabilistic representations exist for multivariate extreme values, each lending themselves to different statistical methodology. The success of each approach depends on the (unknown) underlying dependence structure and part of the statistical task is to determine which method is likely to yield the best results. This project will draw on new insights into how these representations are linked to work towards a connected strategy for statistical exploitation.
Organisations
People |
ORCID iD |
Jennifer Wadsworth (Primary Supervisor) | |
Ryan Campbell (Student) |
Studentship Projects
Project Reference | Relationship | Related To | Start | End | Student Name |
---|---|---|---|---|---|
EP/W523811/1 | 01/10/2021 | 30/09/2025 | |||
2614223 | Studentship | EP/W523811/1 | 01/10/2021 | 30/09/2025 | Ryan Campbell |