statistical analysis

Flexible Multivariate, Spatial, and Causal Models for Extremes

Yan Gong, Ph.D. Student, Statistics

Mar 28, 16:00 - 19:00

B4 L5 R5220

risk assessment statistical analysis

Risk assessment for natural hazards and financial extreme events requires the statistical analysis of extreme events, often beyond observed levels. The characterization and extrapolation of the probability of rare events rely on assumptions about the extremal dependence type and about the specific structure of statistical models. In this thesis, we develop models with flexible tail dependence structures, in order to provide a reliable estimation of tail characteristics and risk measures. Our novel methodologies are illustrated by a range of applications to financial, climatic, and health data.