The past few decades have seen extreme climate events affecting all regions of the world with catastrophic impacts on human society.
Extreme value theory is the field of statistics dedicated to the study of events with low occurrence frequencies and large amplitudes.
Such events are necessarily rare in relation to the bulk of a population, which makes them hard to model and difficult to predict.
In this talk I will show how to use a vector generalized additive modeling framework
for taking into account the effect of covariates on angular density functions in a multivariate extreme value
context. This is a joint work with Linda Mhalla.
|Where?||PER 08 auditoire 2.52
Chemin du Musée 3
|speaker||Prof. Valérie Chavez, HEC Lausanne|
|Contact||Département de mathématiques