STAREX

Abstract

Extreme value theory is an effective tool for solving problems relevant to various disciplines, including risk management, meteorology, and many other fields. The goal of our project is to move beyond the stationary framework. We propose the development of new probabilistic and statistical tools to handle non-stationary data. Although this proposal addresses theoretical challenges—which precede societal challenges—it will be driven primarily by climatological and hydrological applications, or more generally by environmental applications.

Our project is divided into two subtopics:

• Non-stationarity tests for extremes,
• Modeling non-stationarity in the dependence structure of extremes.

Coordinators

Clémentine PRIEUR (LJK)

Anne-Catherine Favre (LTHE, IGE)

Related collaborations

Patricia TENCALIEC (Ph.D. candidate funded by AGIR; defense on February¹, 2017)

Philippe NAVEAU at the LSCE (Paris)

Gianfausto SALVADORI at the University of Salento (Italy)