Anthony Davison
Fields of expertise
Statistical theory and methods.
Applications, particularly to environmental and biological data.
Applications, particularly to environmental and biological data.
Mission
The goal of my academic work is to further the development of statistical science through teaching at all university levels, through the development and application of new approaches to data analysis, and through collaboration both within and outwith the EPFL.Biography
Anthony Davison has published on a wide range of topics in statistical theory and methods, and on environmental, biological and financial applications. His main research interests are statistics of extremes, likelihood asymptotics, bootstrap and other resampling methods, and statistical modelling, with a particular focus on the first currently.Statistics of extremes concerns rare events such as storms, high winds and tides, extreme pollution episodes, sporting records, and the like. The subject has a long history, but under the impact of engineering and environmental problems has been an area of intense development in the past 20 years. Davison
Books
Education
BA
Mathematics
Oxford
1980
MSc
Statistics
Imperial College London
1981
PhD
Statistics
Imperial College London
1984
Publications
Infoscience publications
Infoscience
Model misspecification in peaks over threshold analysis
The Annals of Applied Statistics. 2010. DOI : 10.1214/09-AOAS292.Stochastic modelling of prey depletion processes
Journal of Theoretical Biology. 2009. DOI : 10.1016/j.jtbi.2009.04.017.Accurate parametric inference for small samples
Statistical Science. 2008. DOI : 10.1214/08-STS273.Statistical inference for olfactometer data
Applied Statistics. 2007. DOI : 10.1111/j.1467-9876.2007.00588.x.Applied Asymptotics: Case Studies in Small-Sample Statistics
Cambridge: Cambridge University Press.Bootstrap diagnostics and remedies
Canadian Journal of Statistics. 2006. DOI : 10.1002/cjs.5550340103.Improved likelihood inference for discrete data
Journal of the Royal Statistical Society series B. 2006. DOI : 10.1111/j.1467-9868.2006.00548.x.A Laplace mixture model for the identification of differential expression in microarrays
Biostatistics. 2006. DOI : 10.1093/biostatistics/kxj032.A point process approach to value-at-risk estimation
Quantitative Finance. 2005. DOI : 10.1080/14697680500039613.Generalized additive models for sample extremes
Applied Statistics. 2005. DOI : 10.1111/j.1467-9876.2005.00479.x.Celebrating Statistics: Papers in Honour of Sir David Cox on the Occasion of his 80th Birthday
Oxford, UK: Oxford University Press.Statistical Models
Cambridge: Cambridge University Press.Biometrika centenary: Theory and general methodology
Biometrika. 2001. DOI : 10.1093/biomet/88.1.13.Local likelihood smoothing of sample extremes
Journal of the Royal Statistical Society series B. 2000. DOI : 10.1111/1467-9868.00228.Bootstrap Methods and Their Application
Cambridge: Cambridge University Press.Teaching & PhD
Teaching
Mathematics