Reminder of meeting on Thursday 10th December at 2pm
Subject : Environmental Extremes
A joint meeting with the North Eastern local group and the
Environmental Statistics Study Group will be held Thursday 10th
December at 2pm in L401 Merz Court, University of Newcastle
Speakers include:
Richard Smith, North Carolina.
Trends in rainfall extremes.
Jan Beirlant, Leuven University
Linear modelling in semi-parametric extreme value theory
In the univariate case, the estimation problem of tail indices asuch
as the Pareto index and the extreme value index has received a lot of
attention recently. The adaptive choice of the number, k of extreme
order statistics used in the estimation procedure and bias reduction
are current topics of research.
To this end, linear models can be constructed to estimate bias and
variance of the estimators for each possible value of k. This also
opens perspectives to bring in covariate information in the analysis
within the semi-parametric setting. So extensions to ANOVA and
regression settings become available.
This material will be illustrated using environmental applications..
and
Jonathon Tawn, Lancaster University
Modelling dependence for extremes of environmental time series.
All welcome
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