Contributions à la théorie des valeurs extrêmes et à la réduction de dimension pour la régression

Laurent Gardes 1
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, INPG - Institut National Polytechnique de Grenoble
Abstract : This habilitation thesis summarizes my research works in the three following topics: inference on Weibull tail distributions, conditional extreme quantile estimation and reduction of dimension in a regression context. As part of the first topic, we proposed several estimators of the shape parameter and of extreme quantiles of Weibull tail distribution. A theoretical study of these estimators has also been done. Second and third topics are motivated by concrete applications: rainfalls return level estimation and study of hyperspectral images respectively. In a theoretical point of view, we proposed and studied, in the second topic, conditional extreme quantile estimators. In the third topic, a regularization of the Sliced Inverse Regression (SIR) is proposed.
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Accreditation to supervise research
Mathématiques [math]. Université Joseph-Fourier - Grenoble I, 2010
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Submitted on : Monday, November 29, 2010 - 10:51:33 AM
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Laurent Gardes. Contributions à la théorie des valeurs extrêmes et à la réduction de dimension pour la régression. Mathématiques [math]. Université Joseph-Fourier - Grenoble I, 2010. <tel-00540747>

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