UVision Logo
 
 
 
 

Poster

Pedagogical seminar on 'The Modeling of Extremes: From Theory to Practice and Back' by Professor Dr. Paul Embrechts  on Wed, Oct 12, 2016.

Pedagogical seminar on 'The Modeling of Extremes: From Theory to Practice and Back' by Professor Dr. Paul Embrechts on Wed, Oct 12, 2016.

In this talk I will give a brief historical introduction to the developments leading up to modern Extreme Value Theory (EVT). Starting from some of the earliest discussions related to the probabilistic modeling of extremes, I will also highlight some of the more recent developments (mainly on the statistical side) through the so-called Peaks Over Threshold method and exemplify EVT methodology for a real data set from insurance....

 See More details

 Dept of Statistics & Actuarial Science

 4th October, 2016

#Highlight #Sciences #Seminar

Like
 898 Views
   

Suggested Posters

[Webinar] Technology Transfer Primer: Highlight on TSSSU@HKU AwardeesHKU-NUS-STANFORD Conference in Statistical Science & Decision Analytics通識夏令營:我_故我在 GE Summer Camp: I ________, therefore I am IDS Distinguished Speaker Series #1Saw Swee Hock Public LectureSaw Swee Hock Public LectureMethods Hub Seminar SeriesMSc(RE) Guest SeminarMethods Hub Seminar Series


Leave a Comment

Name *

Your Message *

Check Spelling



Please solve this *
1 + 4 =

Post a New Comment

* Required field
 
Thumbnail
The U-Vision Video Composer service has been retired. HKU staff and students are eligible to use TechSmith Camtasia with site license for offline video editing. More details in ITS website: https://moodle-support.hku.hk/camtasia-site-license-staff-and-students


Close