Research

Current Research

I am currently interested in statistical models for the size and rate of occurence of peaks over threshold river flow events. So far work has concentrated on data at a single-site only, but we are hoping to expand this to a multiple site analysis. I am particularly interested in modelling the over-dispersion in the rate of events through the use of random effects models.

I am also interested in modelling extremal dependence, especially for variables with margins which are non-stationary and/or time dependent variables. This includes many environmental data sets.

Papers

Published

A statistical comparison of survival and replacement analyses for the use of censored data in a contaminant air database: A case study from the Canadian Arctic. Eastoe, E.F., Crispin, C.J., Heffernan, J.E. and Hung, H. (2006) Atmospheric Environment, 40, 6528-6540.

Modelling non-stationary extremes with application to surface level ozone. Eastoe, E.F. and Tawn, J.A. (2009) Applied Statistics, 58,22-45.

A hierarchical model for non-stationary multivariate extremes: a case study of surface-level ozone and NOX data in the UK Eastoe, E.F. (2009) accepted Environmetrics.

Submitted

The distribution for the cluster maxima of exceedances of sub-asymptotic thresholds. Eastoe, E.F. and Tawn, J.A. (2007).

Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation. Eastoe, E.F., Heffernan, J.E. and Tawn, J.A. (2008).

Statistical models for over-dispersion in the frequency of peaks over threshold data from UK flow series. Eastoe, E.F. and Tawn, J.A. (2009).


Presentations

Risk, rare events and extremes, EPFL Lausanne, September 2009

Faculty of Science and Technology Christmas Conference, Lancaster, December 2008

FREE Annual Science Meeting, Reading, November 2008

UK Extremes Meeting, Lancaster, September 2008

UK Extremes Meeting, Sheffield, April 2007

PhD Thesis

The title of my PhD thesis is `Statistical models for dependent and non-stationary extreme events'. The work was supervised by Jan Heffernan, Jonathan Tawn and Crispin Halsall. The motivation for most of the work came from attempting to analysis the extremes of several surface level air pollutants  - NO2, NO and Ozone. The thesis has four chapters (less the introduction). In the first we consider the distribution of local threshold exceedances (cluster maxima) under certain conditions on the sub-asymptotic extremal index (specifically a lack of stability within the range of observed data). In the second, we suggest a pre-processing approach for modelling threshold exceedances of a non-stationary series; this is extended to the multivariate case in the third chapter. Finally in the fourth chapter, and moving into more traditional multivariate extremes territory. we derive a new non-parameteric estimator for the spectral measure and Pickand's dependence function. A copy of the thesis can be downloaded here [pdf].