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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.

Clement Dombry, Universite de Franche-Comte, France.
Michael Falk, University of Wuerzburg, Germany.
Ivette Gomes, University of Lisbon, Portugal.
Armelle Guillou, University of Strasbourg, France.
  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. Margarida Brito, FCUP, Portugal.
  7. Frederico Caeiro, NOVA.ID.FCT - Universidade Nova de Lisboa, Portugal.
  8. Miguel de Carvalho, Pontificia Universidad Catolica de Chile, Chile.
  9. Laura Cavalcante, Universidade do Porto, Portugal.
  10. Peter Julian Cayton, The Australian National University, Australia.
  11. Ka Shing Chan, The Hong Kong University of Science and Technology, Hong Kong.
  12. Yi-Hau Chen, Academia Sinica, Taiwan.
  13. Hao Chen, University of California at Davis, United States.
  14. Yong Bum Cho, Columbia University, United States.
  15. Boris Choy, University of Sydney, Australia.
  16. Abdelaati Daouia, Toulouse School of Economics, France.
  17. Richard Davis, Columbia University, United States.
  18. Anthony Davison, EPFL, Switzerland.
  19. Cees de Valk, Université catholique de Louvain, Belgium.
  20. Patricia de Zea Bermudez, University of Lisbon, Portugal.
  21. Antoine Dematteo, Telecom ParisTech, France.
  22. Alexandra Dias, University of York, United Kingdom.
  23. Clement Dombry, Universite de Franche Comte, France.
  24. Holger Drees, University of Hamburg, Germany.
  25. John Einmahl, Tilburg University, Netherlands.
  26. Michael Falk, University of Wuerzburg, Germany.
  27. Anne-Laure Fougeres, Universite Claude Bernard - Lyon, France.
  28. Isabel Fraga Alves, University of Lisbon, Portugal.
  29. Ana Freitas, Universidade do Porto, Portugal.
  30. Jorge Freitas, Universidade do Porto, Portugal.
  31. Carlo Gaetan, University of Venice, Italy.
  32. Laurent Gardes, University of Strasbourg, France.
  33. Hayette Gatfaoui, IESEG School of Management, France.
  34. Kilani Ghoudi, United Arab Emirates University, United Arab Emirates.
  35. Stephane Girard, Inria, France.
  36. Antoine Godichon, Universite de Bourgogne, France.
  37. Yuri Goegebeur, University of Southern Denmark, Denmark.
  38. Yuri Goegebeur, University of Southern Denmark, Denmark.
  39. Ivette Gomes, FCiencias.ID, Universidade de Lisboa and CEAUL, Portugal.
  40. Pilar Grau, Universidad Rey Juan Carlos, Spain.
  41. Armelle Guillou, Strasbourg, France.
  42. Yi He, Tilburg University, Netherlands.
  43. Yi He, Monash University, Australia.
  44. Juerg Huesler, University of Bern, Switzerland.
  45. Raphael Huser, King Abdullah University of Science and Technology, Saudi Arabia.
  46. Jong-june Jeon, University of Seoul, Korea, South.
  47. Tewfik Kernane, University of Sciences and Technology Houari Boumediene, Algeria.
  48. Anna Kiriliouk, Universite Catholique de Louvain, Belgium.
  49. Claudia Klueppelberg, Technical University of Munich, Germany.
  50. Keith Knight, University of Toronto, Canada.
  51. Ivan Kojadinovic, CNRS UMR 5142 LMA University of Pau, France.
  52. Jan Kysely, Institute of Atmospheric Physics AS CR, Czech Republic.
  53. Lizhen Lin, University of Texas-Austin, United States.
  54. Fernando Lopez-Blazquez, Universidad de Sevilla, Spain.
  55. Giulia Marcon, Bocconi Unversity, Italy.
  56. Thomas Mikosch, University of Copenhagen, Denmark.
  57. Cristina Miranda, University of Aveiro, Portugal.
  58. Philippe Naveau, CNRS-IPSL, France.
  59. Manuela Neves, FCiencias.ID, Universidade de Lisboa and CEAUL, Portugal.
  60. Claudia Neves, University of Reading, United Kingdom.
  61. John Nolan, American University, United States.
  62. Marco Oesting, University of Siegen, Germany.
  63. Mi Ortego, Universitat Politecnica de Catalunya, Spain.
  64. Gamze Ozel, Hacettepe University, Turkey.
  65. Ioannis Papastathopoulos, University of Edinburgh, United Kingdom.
  66. Jan Picek, Technical University of Liberec, Czech Republic.
  67. Alexandra Ramos, Universidade do Porto, Portugal.
  68. Emmanuel Remy, EDF RD, France.
  69. Mathieu Ribatet, Montpellier II, France.
  70. Christian Y. Robert, University of Lyon, France.
  71. Peter Ruckdeschel, Fraunhofer ITWM, Germany.
  72. Carl Scarrott, University of Canterbury, New Zealand.
  73. Dieter Schell, University of Konstanz, Germany.
  74. Martin Schlather, University of Goettingen, Germany.
  75. Johan Segers, Universite catholique de Louvain, Belgium.
  76. Catalin Starica, University of Neuchatel, Switzerland.
  77. Gilles Stupfler, ENSAI - CREST, France.
  78. Luciano Telesca, Institute of Methodologies for Environmental Analysis, Italy.
  79. Patricia Tencaliec, Universite Grenoble Alpes, France.
  80. Emeric Thibaud, Ecole Polytechnique Fédérale de Lausanne, Switzerland.
  81. Kamil Turkman, FCiencias.ID, Portugal.
  82. Jennifer Wadsworth, EPFL, Switzerland.
  83. Jennifer Wadsworth, University of Cambridge, United Kingdom.
  84. Clement Walter, University Paris Diderot, France.
  85. Huixia Judy Wang, George Washington University, United States.
  86. Paul Wilson, Clemson University, United States.
  87. Viktor Witkovsky, Slovak Academy of Sciences, Slovakia.
  88. Annette Witt, Max-Planck Institute for Dynamics and Self-Organization, Germany.
  89. Min Xie, City Univ of Hong Kong, Hong Kong.
  90. Maochao Xu, Illinios State U, United States.
  91. Chen Zhou, Erasmus University Rotterdam, Netherlands.
  92. Maximilian Zott, University of Wuerzburg, Germany.