Thursday, July 16, 2020

Thursday, July 16, 2020 — 5:00 PM EDT

Multivariate Extremes: Block-Maxima vs Peak-Over-Threshold” 

Extreme value theory is concerned with describing the tail behaviour of univariate and multivariate distributions. In the estimation of the dependence structure of the extremes of multiple time series, the block maxima method and the peaks-over-threshold method are frequently applied. In this talk, I will compare these methods and propose some new methodologies. This is joint work with A. Bücher and S. Volgushev.

Nan is a lecturer in the Department of Mathematics and Statistics at Macquarie University in Sydney, Australia.

Please note: This seminar will be delivered via Zoom. Please check back later for the link. 

*This seminar will start at 5:00 p.m.

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