• Prof. Rolf Reiss – University of Siegen – Germany
  • FCUL (DEIO) – Campo Grande – Bloco C/6 – Piso 4 – Sala 6.4.30 -14:30
  • Sexta-feira, 3 de Dezembro de 2004
One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modeling of extremes is now systematically developed in the multivariate framework. This comes together with a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible. Literature: Falk, M., Hüsler, J., and Reiss, R.-D. (2004) Laws of Small Numbers. 2nd ed., Birkhauser, Basel.