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PhD on Positive Dependence and Copulas

PhD on Positive Dependence and Copulas

Aanstellingsfunctie(s)
Promovendus
Faculteit(en)
Mathematics and Computer Science
FTE
1,0
Sluitdatum
11/07/2021
Aanvraagnummer
V32.5008

Functieomschrijving

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. 

Functie-eisen

•    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.

Arbeidsvoorwaarden

  • A meaningful job in a dynamic and ambitious university with the possibility to present your work at international conferences.
  • A full-time employment for four years, with an intermediate evaluation (go/no-go) after nine months.
  • To develop your teaching skills, you will spend 10% of your employment on teaching tasks.
  • To support you during your PhD and to prepare you for the rest of your career, you will make a Training and Supervision plan and you will have free access to a personal development program for PhD students (PROOF program).
  • A gross monthly salary (from €2395,- per month in the first year up to €3061,- per month in the fourth year) and benefits (such as a pension scheme, pregnancy and maternity leave, partially paid parental leave) in accordance with the Collective Labor Agreement for Dutch Universities.
  • Additionally, an annual holiday allowance of 8% of the yearly salary, plus a year-end allowance of 8.3% of the annual salary.
  • Should you come from abroad and comply with certain conditions, you can make use of the so-called ‘30% facility’, which permits you not to pay tax on 30% of your salary.
  • A broad package of fringe benefits, including an excellent technical infrastructure, moving expenses, and savings schemes.
  • Family-friendly initiatives are in place, such as an international spouse program, and excellent on-campus children day care and sports facilities.

Informatie en sollicitatie

More information

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!

Application

We invite you to submit a complete application by using the 'apply now'-button on this page.
The application should include a:

  • Cover letter in which you describe your motivation and qualifications for the position.
  • Curriculum vitae, including a list of your publications and the contact information of
    three references.
  • Brief description of your MSc thesis.

We look forward to your application and will screen it as soon as we have received it. Screening will continue until the position has been filled.

We do not respond to applications that are sent to us in a different way.

Please keep in mind you can upload only 5 documents up to 2 MB each. If necessary please combine files.