Nader Tajvidi

Research interests

• Extreme Value theory
• Multivariate Generalised Pareto Distributions
• Computer intensive methods

Recent papers

• Rakonczai P. and Tajvidi N.: Modeling and prediction of extreme wind speeds, to appear in the International Journal of Intelligent Technologies and Applied Statistics (2010).
• Hall P. and Tajvidi N. : Predicting future values of a random function, Technical Report, Mathematical statistics, Lund Institute of Technology (2009).
• Hall P., Tajvidi N. and Malin P. Locating lines among scattered points. Bernoulli 12(5), 821-839 (2006).
• Rootzen H. and Tajvidi N.: The multivariate generalised Pareto distributions. Bernoulli 12(5), 917-930 (2006).
• Raimondo M. and Tajvidi N. : A peaks over threshold model for change-points detection by wavelets. Statistica Sinica , 14, 395-412, (2004).
• Hall P. and Tajvidi N. Prediction regions for bivariate extreme events. Daley Festschrift issue of the Australian & New Zealand Journal of Statistics, 46, 1, 99-112 (2004).
• Tajvidi N. : Confidence intervals and accuracy estimation for heavytailed generalized Pareto distributions. Extremes , 6, 2, 111-123, (2003).
• Hall. P and Tajvidi N. : Permutation tests for equality of distributions in high-dimensional settings. Biometrika , 89, 2, 359-374 (2002).

Institutional Grant Project

Matematisk Statistik / Mathematical Statistics
Matematikcentrum / Centre for Mathematical Sciences
Lunds Tekniska Högskola / Lund Institute of Technology
Box 118
SE-221 00 Lund
Sweden

Telefon: 046-2229612
Telefax: 046-2224623