Extreme Values, Regular Variation and Empirical Processes
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Probability and Statistics".
Deadline for manuscript submissions: 31 March 2025 | Viewed by 156
Special Issue Editor
Special Issue Information
Dear Colleagues,
Extreme values of univariate, multivariate random variables and of stochastic process have soared to prominence over recent decades, notably being spurred on by a climate emergency. Regular Variation theory not only lies at the centre of classical Extreme Value theory, but it also continues to steadily underpin significant advances in statistical inference for tail-related data and connected empirical processes.
This Special Issue aims to celebrate, explore and disseminate the latest research taking place within the realms of Extreme Values, Regular Variation and Empirical Processes, including research developed at the interface of Extremes (broadly understood) with applied sciences at large. High-quality research contributions describing original, innovative, empirical, or scoping out-type unpublished work in the above-named areas, also mirrored in the following keywords, are cordially invited for publication:
Spatial and/or temporal process, methodological statistics, nonparametric statistics machine learning, causal inference, regression models, applied probability, graphical models, optimization, data science, applied statistical modeling and simulation.
Dr. Claudia Neves
Guest Editor
Manuscript Submission Information
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Keywords
- spatial and/or temporal process
- methodological statistics
- nonparametric statistics machine learning
- causal inference
- regression models
- applied probability
- graphical models
- optimization
- data science
- applied statistical modelling and simulation
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