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Statistics of Extremes and Applications

Extreme value analysis deals with the statistical modeling and analysis of extremal observations in a sample, in univariate, multivariate as well as in infinite dimensional space. The restriction of the statistical analysis to the extremal observations is justified by the fact that this part of the data can be of outstanding importance. Floods, hurricanes, extreme claim sizes, etc. obviously exhibit a large risk scenario.

Extremal observations may be defined in different ways, either as maxima or as exceedances above high thresholds. The first approach led to the "annual maxima method", ruled by extreme value distributions. It is well-known that exceedances over high thresholds can reasonably be modeled only by a generalized Pareto distribution. However only in recent years has this alternative approach to the traditional annual maxima method been widely spread outside the academic world as well. Extreme value analysis has its pecularities and cannot be looked in isolation, but instead it must be linked to other branches of statistics as well.

Miguel de Carvalho, University of Edinburgh, UK.
Armelle Guillou, University of Strasbourg, France.
Raphael Huser, King Abdullah University of Science and Technology (KAUST), Saudi Arabia.
  1. Paulo Araujo Santos, Escola Superior de Gestao e Tecnologia de Santarem, Portugal.
  2. Stefan Aulbach, University of Wuerzburg, Germany.
  3. Jean-Noel Bacro, Universite de Montpellier, France.
  4. Jan Beirlant, KULeuven, Belgium.
  5. Andriette Bekker, University of Pretoria, South Africa.
  6. Boris Beranger, University of New South Wales, Australia.
  7. Margarida Brito, FCUP, Portugal.
  8. Frederico Caeiro, NOVA.ID.FCT - Universidade Nova de Lisboa, Portugal.
  9. Daniela Castro-Camilo, University of Glasgow, United Kingdom.
  10. Laura Cavalcante, Universidade do Porto, Portugal.
  11. Ka Shing Chan, The Hong Kong University of Science and Technology, Hong Kong.
  12. Go Charles, University of Leicester, United Kingdom.
  13. Richard Davis, Columbia University, United States.
  14. Anthony Davison, EPFL, Switzerland.
  15. Miguel de Carvalho, School of Mathematics, University of Edinburgh, Portugal.
  16. Antoine Dematteo, Telecom ParisTech, France.
  17. Alexandra Dias, University of York, United Kingdom.
  18. Clement Dombry, Universite de Franche Comte, France.
  19. Holger Drees, University of Hamburg, Germany.
  20. John Einmahl, Tilburg University, Netherlands.
  21. Michael Falk, University of Wuerzburg, Germany.
  22. Ana Ferreira, IST-ID, Portugal.
  23. Anne-Laure Fougeres, Universite Claude Bernard - Lyon, France.
  24. Isabel Fraga Alves, University of Lisbon, Portugal.
  25. Ana Freitas, Universidade do Porto, Portugal.
  26. Jorge Freitas, Universidade do Porto, Portugal.
  27. Carlo Gaetan, University of Venice, Italy.
  28. Stephane Girard, Inria, France.
  29. Yuri Goegebeur, University of Southern Denmark, Denmark.
  30. Ivette Gomes, FCiencias.ID, Universidade de Lisboa and CEAUL, Portugal.
  31. Armelle Guillou, Strasbourg, France.
  32. Ahtasham Gul, COMSATS Institute of Information Technology, Pakistan.
  33. Julien Hambuckers, University of Liege - HEC Liège, Belgium.
  34. Yi He, University of Amsterdam, Netherlands.
  35. Juerg Huesler, University of Bern, Switzerland.
  36. Raphael Huser, King Abdullah University of Science and Technology, Saudi Arabia.
  37. Hibiki Kaibuchi, SOKENDAI The Graduate University of Advanced Studies, Japan.
  38. Tewfik Kernane, University of Sciences and Technology Houari Boumediene, Algeria.
  39. Anna Kiriliouk, University of Namur, Belgium.
  40. Yulia Kulagina, ETH Zurich, Switzerland.
  41. Jan Kysely, Institute of Atmospheric Physics AS CR, Czech Republic.
  42. Lizhen Lin, University of Texas-Austin, United States.
  43. Fernando Lopez-Blazquez, Universidad de Sevilla, Spain.
  44. Giulia Marcon, Bocconi Unversity, Italy.
  45. Linda Mhalla, HEC Montreal, Canada.
  46. Thomas Mikosch, University of Copenhagen, Denmark.
  47. Cristina Miranda, University of Aveiro, Portugal.
  48. Philippe Naveau, CNRS-IPSL, France.
  49. Manuela Neves, University of Lisbon and CEAUL, Portugal.
  50. Claudia Neves, University of Reading, United Kingdom.
  51. John Nolan, American University, United States.
  52. Marco Oesting, University of Stuttgart, Germany.
  53. Mi Ortego, Universitat Politecnica de Catalunya, Spain.
  54. Gamze Ozel, Hacettepe University, Turkey.
  55. Ioannis Papastathopoulos, University of Edinburgh, United Kingdom.
  56. Jan Picek, Technical University of Liberec, Czech Republic.
  57. Alexandra Ramos, Universidade do Porto, Portugal.
  58. Emmanuel Remy, EDF RD, France.
  59. Mathieu Ribatet, Ecole Centrale de Nantes, France.
  60. Christian Y. Robert, University of Lyon, France.
  61. Carl Scarrott, University of Canterbury, New Zealand.
  62. Dieter Schell, University of Konstanz, Germany.
  63. Martin Schlather, University of Goettingen, Germany.
  64. Johan Segers, Universite catholique de Louvain, Belgium.
  65. Ansie Smit, University of Pretoria, South Africa.
  66. Catalin Starica, University of Neuchatel, Switzerland.
  67. Gilles Stupfler, ENSAI - CREST, France.
  68. Luciano Telesca, Institute of Methodologies for Environmental Analysis, Italy.
  69. Patricia Tencaliec, Universite Grenoble Alpes, France.
  70. Huei-Wen Teng, National Chiao Tung University, Taiwan.
  71. Emeric Thibaud, Google, Zurich, Switzerland.
  72. Kamil Turkman, FCiencias.ID, Portugal.
  73. Jenny Wadsworth, Lancaster University, United Kingdom.
  74. Clement Walter, University Paris Diderot, France.
  75. Huixia Judy Wang, George Washington University, United States.
  76. Paul Wilson, Clemson University, United States.
  77. Annette Witt, Max-Planck Institute for Dynamics and Self-Organization, Germany.
  78. Min Xie, City Univ of Hong Kong, Hong Kong.
  79. Jin-Zhu Yu, Vanderbilt University, United States.
  80. Chen Zhou, Erasmus University Rotterdam, Netherlands.
  81. Maximilian Zott, University of Wuerzburg, Germany.