ANNOUNCE: ORDINARY MEETING ORGANIZED BY THE RESEARCH SECTION of the
Royal Statistical Society.
Wednesday 15th October, 5.00pm at the RSS (Tea 4.30pm)
A conditional approach for multivariate extreme values.
JANET E HEFFERNAN and JONATHAN A TAWN
(University of Lancaster)
Synopsis:
We will present a semi-parametric approach for the estimation of the joint
tail of a vector random variable. We develop a model based on the asymptotic
form of the distribution of the variable conditional on it having an extreme
component. The methods reveal the complex extremal dependence structure
of an
air pollution data-set that is consistent with scientific knowledge.
An Electronic version of this paper is available from:
http://www.stats.bris.ac.uk/~magpn/RS/#next
The meeting will take place at the Royal Statistical Society, 12 Errol
Street,
London EC1Y 8LX (nearest underground stations are Old Street, Moorgate and
Barbican). Tel: +44 (0)20 7638 8998
Guy Nason
Hon Secretary, Research Section, RSS
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Research Section Web page
http://www.stats.bris.ac.uk/~magpn/RS
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