Aller au contenu Aller au menu Aller à la recherche

Événements et séminaires - LSTA
Laboratoire de Statistique Théorique et Appliquée


Informations pratiques

En salle de séminaire (salle 201)

4 place Jussieu

Couloir 15-16

2e étage

» En savoir +



17 enseignants-chercheurs

18 doctorants

3 personnels administratifs


29/09/2014 - Raphael Huser (KAUST)

groupe de travail théorie des valeurs extrêmes

Modelling of non-stationarity in spatial extremes

Max-stable processes are natural models for spatial extremes, because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable models have been developed, and fitted to various types of data. However, a recurrent problem is the modelling of non-stationarity. While it is fairly straightforward to build non-stationary models for marginal distributions, it is much less obvious to model non-stationarity in the dependence structure of extremal data, and there have been very few attempts to address this important issue so far. In my talk, I will discuss non-stationarity modelling in max-stable processes and show how inference can be performed using pairwise likelihoods. If time allows, I will also illustrate the methodology with an application to environmental data.