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Extreme Statistics
Extreme Statistics

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Research

The Extreme Statistics ( XSTAT) research group that Raphaël Huser leads at KAUST focuses on the following main lines of research: Statistics of extremes and risk assessment: We develop specialized statistical models for low-probability-high-impact extreme events, that have appealing statistical properties for tail extrapolation and the assessment of future (potentially more extreme) risk. These include: the development of multivariate, spatial or spatio-temporal models that are flexible in their joint tail behavior, in order to capture different asymptotic dependence regimes in a parsimonious

Extreme Statistics (XSTAT)

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