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.

Publications

10 25 50

Studentship Projects

Project Reference Relationship Related To Start End Student Name
EP/T518037/1 30/09/2020 29/09/2025
2614223 Studentship EP/T518037/1 30/09/2021 29/09/2025 Ryan Campbell