Seminarium i matematisk statistik
fredagen den 14 januari 13.15 i MH:227

Nader Tajvidi
Matematiska institutionen
Matematisk statistik
Linköpings universitet

Titel:
Nonparametric analysis of temporal trend when fitting
parametric models to extreme-value data".

Abstract:
A topic of major current interest in extreme-value analysis is
the investigation of temporal trends.  For example, the potential
influence of `greenhouse' effects may result in severe storms becoming
gradually more frequent, and in maximum temperatures gradually
increasing, with time.  One approach to evaluating these possibilities
is to fit, to data, a parametric model for temporal parameter
variation, as well as a model describing the marginal distribution of
data at any given point in time.  Structural trend-models are however
difficult to formulate in many circumstances, owing to the complex way
in which different factors combine to influence data in the form of
extremes.  Moreover, even simple trend-models can be difficult to fit
to time-series data.  In this talk we shall also discuss a
nonparametric approach to estimating temporal trends when fitting
parametric models to extreme values from a weakly-dependent time
series.