PhD Scholarship in Statistics

In the framework of a grant offered by the Villum Fund (VKR023480), a three year PhD position in extreme value theory is available in the statistics research group at the Department of Mathematics and Computer Science (IMADA), University of Southern Denmark.

The PhD project is entitled "Univariate and multivariate regression on extreme values". The objective of this project is to develop and study estimators for parameters and functions describing dependence between variables at extreme levels, as well as to study estimation problems in the related context of regression analysis on extreme values. The project is based on collaboration between Michael Falk (University of Würzburg), Yuri Goegebeur (University of Southern Denmark) and Armelle Guillou (Université de Strasbourg).

We are looking for a person with a strong background and interest in mathematical statistics and probability theory, holding a Master's degree in mathematics, applied mathematics or statistics. Preference will be given to applicants with good knowledge of extreme value theory. Some programming skills and familiarity with statistical software packages would also be advantageous. Good knowledge of written and spoken English is required.

Deadline: 3 July 2014

Please see the full call, including how to apply, on

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Wednesday, July 2, 2014
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Department of Mathematics and Computer Science (IMADA)
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