univariate extremes

Statistics of Extremes

Raphaël Huser, Associate Professor, Statistics

Sep 26, 12:00 - 13:00

B9 L2 H1 R2322

extreme environmental events probabilities risks univariate extremes Spatial extremes

Extreme environmental events such as droughts, floods and heat-waves take place in space and time, and it is necessary to take this into account when evaluating their risks and estimating their probabilities. During this seminar, I will review some classical and more recent work on this topic, focusing on the modeling of univariate and spatial extremes. The ideas will be illustrated by applications to peak river flow data from the UK, and heavy rainfall close to Jeddah.