- Prof. R. D. Reiss – Probability Theory and Mathematical Statistics – University of Siegen – Germany
- FCUL (DEIO) – Campo Grande – Bloco C/6 Piso 4 – Sala 6.4.30 – 14h
- Quarta-feira, 21 de Novembro de 2007
Abstract: In this article we deduce the limiting distributions of exceedances under power-normalization and the pertaining domains of attraction. The family of generalized log-Pareto dfs is introduced. Generally, we also deal with exceedances under super-heavy-tailed distributions. The multivariate case is indicated.