Extreme value statistics born out of domains of attraction

Cláudia Neves

King’s College London, UK

Local: ZOOM  – Link

8 de fevereiro 2023 (4.ª feira), 14:30


Extreme value statistics is essentially concerned with the modelling of rare events which are hard to predict and occur with only little warning. In this talk, I will address a number of challenges highlighted in the literature and how these align with the domain of attraction characterisation for extremes. Such a characterisation stems from a suite of mildly restrictive conditions, qualitative in nature, which not only provide computational convenience but also furnish sharp approximations to asymptotically justified models for extreme values, a key aspect to statistical testing procedures as well as interval estimation methodology in a nonparametric setting.

Joint seminar CEMAT and CEAUL