Extremal Dependence Modelling
August 26th, 2016
Universite catholique de Louvain
Socrate -240, bâtiment Michotte,
place du Cardinal Mercier 10, Louvain-la-Neuve.
Confirmed speakers are:
- John Einmahl (Tilburg University)
"Empirical likelihood based testing for multivariate regular variation" - Holger Rootzén (Chalmers University)
"Material structures seen through microscopes and statistics: advanced soft materials for medical and hygiene products" - Holger Drees (University of Hamburg)
"Conditional Extreme Value Models: Misconceptions and Pitfalls" - Richard Davis (Columbia University)
"Applications of Distance Correlation to Time Series"
Program:
08:45 - 09:15 Welcome coffee
09:15 - 10:00 John Einmahl
10:00 - 10:45 Holger Rootzén
10:45 - 11:15 Coffee break
11:15 - 12:00 Holger Drees
12:00 - 12:45 Richard Davis
12:45 - 14:00 Sandwich lunch
14:00 - 15:00 PhD defense Anna Kiriliouk - "Modelling extreme-value dependence in high dimensions using threshold exceedances"
15:00 - 15:15 Coffee break
15:15 - 16:15 PhD defense Michal Warchol - "Nonparametric Modeling of Extremal Dependence"
16:15 - 17:00 Deliberation of the juries and awarding degrees
17:00 - 19:00 Drink