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Environmental Extremes

Organised by the Environmental Statistics Section of the Royal Statistical Society.

Thursday 2 December 2010 (10:30am - 4pm)

RSS, 12 Errol Street, London, EC1Y 8LX

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Summary

Unfortunately, due to bad weather, Anthony Davison, Jonathan Tawn and Jenny Wadsworth were unable to get to the meeting. We hope to rerun the meeting in the Spring. The slides from Paul Northrop's talk are available below.

For both statisticians and their scientific colleagues, this meeting will provide introductions to the statistics for analyzing extreme events along with research examples of their application within environmental science.

Please use the form available here to register.

Please contact Ron Smith for further details.

Speakers

Anthony Davison (Ecole Poytechnique Federale de Lausanne)
- Statistics of extremes: An overview
Jonathan Tawn and Jenny Wadsworth (University of Lancaster)
- An overview of Dependence Modelling in Multivariate Extremes
Paul Northrop (University College London)
- Marginal modelling of spatially-dependent non-stationary extremes using threshold modelling
Anthony Davison (Ecole Poytechnique Federale de Lausanne)
- Spatial extremes

Registration

You need not be a member of the Royal Statistical Society to attend, but registration will be required.

Registration fees, which cover lunch and refreshments, are as follows:

Retired/Student Fellows £25
CStat/GradStat £30
Fellows £33
Members £37
None of the above £45

Programme

The programme will be announced shortly.

Venue

The meeting will take place at the Royal Statistical Society, 12 Errol Street, London, EC1Y 8LX.

Directions can be found here

Abstracts

Anthony Davison - Statistics of extremes: An overview
This first talk will sketch elements of statistics of extremes, including probability models and statistical inference for extremes of independent and dependent data, regression modelling and non-stationarity.
Jonathan Tawn and Jenny Wadsworth - An overview of Dependence Modelling in Multivariate Extremes

For problems where interest is estimation of the extremal behaviour of combinations of dependent variables, multivariate extreme theory provides a range of asymptotically motivated dependence measures and modelling approaches. In this talk we will outline the key existing methods and suggest a new approach that bridges the gap between the two most widely used.

Paul Northrop - Marginal modelling of spatially-dependent non-stationary extremes using threshold modelling
It is common for environmental extremes to exhibit non-stationary behaviour. We consider the use of quantile regression to set a covariate-dependent threshold for extreme value modelling. As an example we present the marginal modelling of wave heights, for which adjustment for spatial dependence is necessary.
Anthony Davison - Statistics of extremes

The second talk will give an overview of models for spatial extreme-value modelling. Examples of application to data will be included.


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Richard Wilkinson
Updated: 14 October 2010