Foto del docente

Paola Bortot

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/01 Statistics


Keywords: Extreme Value Theory Hierarchical Models Design of experiments Stochastic Processes

Univariate and multivariate extreme value theory


Hierarchical models for biomedical population studies


Markov chains

The main research interest concerns the development of models for univariate and multivariate extreme values in order to capture extramal  behaviours in situations which are more complex and realistic than the standard independence assumption. These developments have important applications to financial and environmental studies where  risk measurements require the understanding of the extremal behaviour of the phenomenon and where the independence assumption is often violated.

A different research interest concerns population studies in a biomedical context. These studies often require the use of stochastic processes with hierarchical components that enable an exchange of information among subjects while accounting for the individual features.