We are pleased to announce that the Department of Mathematics and Computer Science of the Eindhoven University of Technology is opening a PhD position in Statistics. We are looking for a motivated and enthusiastic candidate to join the Statistics Group and conduct research in the area of dependence modeling and copulas.
Dependence modeling is crucial in many applied fields where practitioners are interested in (1) detecting complex dependences in the data and (2) representing them in the statistical modeling and estimation process.
Copulas serve as powerful mathematical tools to construct flexible statistical models to represent complex dependence traits, such as tail dependence, non-exchangeability, positive/negative dependence properties, etc.
This project will focus on the study of copula models with positive dependence structures. Among all forms of positive dependence, we are especially interested in the so-called total positivity, which naturally arises in many applications. The goal of the project is to mathematically construct and estimate copulas under total positivity constraints, developing new theoretical foundations in the field of copula-based modeling.
While the research is expected to lead to novel theoretical results, we are also interested in the application of copula models to real-world problems. The selected candidate will therefore have the opportunity to work with real data and apply their findings to application domains, such as climatology, weather forecasting, or healthcare.
• A Master’s degree in Mathematics (with specialization in Statistics/Probability) or in Statistics;
• A strong curiosity and interest in statistical theory and methods;
• Experience with statistical programming languages and tools (such as R, Python);
• Excellent writing and communication skills in English;
• Ability to work in a dynamic, interdisciplinary context.
Do you recognize yourself in this profile and would you like to know more? Please contact
dr. Elisa Perrone, e.perrone[at]tue.nl.
For information about terms of employment, click here or contact HRServices.MCS[at]tue.nl
Please visit www.tue.nl/jobs to find out more about working at TU/e!
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