US-France Cooperative Research: The Asymptotic Behavior of Increment and Tail Processes

美法合作研究：增量过程和尾部过程的渐近行为

• 批准号: 8914981
• 负责人: David Mason
• 金额: $ 1.53万
• 依托单位: University of Delaware
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1990
• 资助国家: 美国
• 起止时间: 1990-04-01 至 1993-09-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=8914981&HistoricalAwards=false
• 关键词: US; France; Cooperative; Research; Asymptotic

This award will support collaborative research in statistics and probability between Dr. David Mason, University of Delaware and Professor Paul Deheuvels, Laboratory for Theoretical and Applied Statistics, University of Paris VI, France. The investigators will focus on the following areas: 1) increment processes, which include functional laws of the iterated logarithm for the increments of the empirical process, nonparametric function estimation and two sample Bahaduir-Kiefer test statistics, and 2) tail processes, which among other problems encompass statistical inference about the tails of a distribution and testing for outliers. Inference about the upper tail of a distribution has a large number of important applications, such as in insurance to estimate the probability of a large claim or in engineering to determine a reasonable safe height to construct a dam or oil platform. The two investigators are considered leading researchers in this area of mathematics and the proposed project will benefit from their complementary expertise and previous successful collaborative efforts.

该奖项将支持特拉华大学 David Mason 博士和法国巴黎第六大学理论与应用统计实验室 Paul Deheuvels 教授在统计和概率方面的合作研究。 研究人员将重点关注以下领域：1）增量过程，其中包括经验过程增量的迭代对数的函数定律、非参数函数估计和两个样本 Bahaduir-Kiefer 检验统计量；2）尾部过程，其中包括有关分布尾部的统计推断和异常值测试。 关于分布上尾部的推断具有大量重要应用，例如在保险中估计大额索赔的概率或在工程中确定建造水坝或石油平台的合理安全高度。 这两位研究人员被认为是该数学领域的领先研究人员，拟议的项目将受益于他们互补的专业知识和之前成功的合作努力。