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Padoan, Simone (2008) Computational methods for complex problems in extreme value theory. [Tesi di dottorato]

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Abstract (english)

Rare events are part of the real world but inevitably environmental extreme events may have a massive impact on everyday life. We are familiar, for example, with the consequences and damage caused by hurricanes and floods etc. Consequently, there is considerable attention in studying, understanding and predicting the nature of such phenomena and the problems caused by them, not least because of
the possible link between extreme climate events and global warming or climate change. Thus the study of extreme events has become ever more important, both in terms of probabilistic and statistical research.
This thesis aims to provide statistical modelling and methods for making inferences about extreme events for two types of process. First, non-stationary univariate processes; second, spatial stationary processes. In each case the statistical aspects focus on model fitting and parameter estimation with applications to the
modelling of environmental processes including, in particular, nonstationary extreme
temperature series and spatially recorded rainfall measures.


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Tipo di EPrint:Tesi di dottorato
Relatore:Coles , Stuart
Correlatore:Wand, Matt and Pauli, Francesco and Sisson, Scott
Dottorato (corsi e scuole):Ciclo 20 > Scuole per il 20simo ciclo > SCIENZE STATISTICHE
Data di deposito della tesi:29 January 2008
Anno di Pubblicazione:29 January 2008
Parole chiave:Generalized extreme value distribution, max-stable processes, mixed models, penalized splines, spatial extremes, smoothing.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:1047
Depositato il:06 Oct 2008
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