Vol. 10 No. 1 (2012): REVSTAT-Statistical Journal

					View Vol. 10 No. 1 (2012): REVSTAT-Statistical Journal

Special issue on Collection of Surveys on Tail Event Modeling

«Modern methods of statistics of extremes have been widely applied in risk modeling, with more and more scientists concerned with extrapolating to the tails of a distribution, often beyond any existing data. Complex estimation and inference problems arise when assessing the probability of such rare events, and ingenious statistical methods have been developed based on various assumptions useful for extrapolation. This special issue of Revstat—Statistical Journal presents an overview of such methods, by discussing recent developments in the statistical modeling of extremes and their applications to the analysis of risk. It covers a variety of topics, from methods for scalar extremes, often applied in a discrete time setting, to the infinite-dimensional setting, thus far mostly applied in the space domain.»

Published: 2012-04-05


  • Foreword

    Miguel de Carvalho, A. C. Davison, Jan Beirlant