Econometrics and Statistics (Part B: Statistics)
CALL FOR PAPERS
Special Issue on STATISTICS OF EXTREMES AND APPLICATIONS
http://www.elsevier.com/locate/ecosta
We are inviting submissions for a special issue of the journal
Econometrics and Statistics (Part B: Statistics) on statistics of
extremes and its applications. The main theme behind the early century
contributions on extremes was the need to construct stochastic models
for events whose occurrence and magnitude over time are unusual.
In the univariate framework, extreme value theory has been extensively
studied and applied. More recently, it has been considered in the
multivariate context, covering for instance the estimation of indices
or functions describing tail dependence and the estimation of the
probabilities of extreme failure sets. Other extensions include
inference on extremes of spatial processes, time series extremes, both
for stationary and nonstationary processes, and the impact of
covariates.
This special issue is an attempt to bring together a collection of
papers covering various aspects of current research in the broad area
of extreme value analysis. Topics may range from univariate and
multivariate extremes to extremes of spatio-temporal processes.
Contributions regarding extremes of large and complicated data-sets
are welcome too, as are methodologically innovative case studies in
areas such as but not limited to insurance, finance, environmental
sciences and engineering.
Submissions will be refereed according to standard procedures for
Econometrics and Statistics. Information about the journal can be
found at http://www.elsevier.com/locate/ecosta.
The deadline for submissions is 30 November 2016. However,
papers can be submitted at any time and once they are received, they
will enter the editorial system immediately. Papers for the special
issue should be submitted using the Elsevier Electronic Submission
tool EES: http://ees.elsevier.com/ecosta. In the EES, please choose
the special issue on "SI EXTREMES & APPLICATIONS".
The special issue editors:
Richard A. Davis, Columbia University, USA
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Armelle Guillou, University of Strasbourg, France
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Johan Segers, Universite catholique de Louvain, Belgium
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