Statistics of extremes: The challenge of more data

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Abstract

The statistical analysis of extreme data is important for various disciplines, including hydrology,
insurance, finance, engineering and environmental sciences. Over the last decade, improvements of
storage capacity and computational power have allowed the creation of large datasets recording
observations at ultra-high frequencies. This abundance of information offers new opportunities to
study the behavior of extremes, but it also proposes new challenges for statisticians. After reviewing
the main results from extreme value theory, the talks will present some recent advances in the
statistical modeling of univariate extremes.

L’Organizzatore                                              Il Direttore
Prof. Mario Mazzocchi                                   Prof. Angela Montanari