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Jennifer Wadsworth - A tour through multivariate extreme value methodology

Starts:14:00 27 Apr 2022
Ends:15:00 27 Apr 2022
What is it:Seminar
Organiser:Department of Mathematics
Who is it for:University staff, External researchers, Current University students
Speaker:Jennifer Wadsworth
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  • Department of Mathematics

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  • In category "Seminar"
  • In group "(Maths) Probability and statistics"
  • By Department of Mathematics

Jennifer Wadsworth, Senior Lecturer in Statistics in the Department of Mathematics and Statistics, Lancaster University. is our speaker for the Statistics seminar series.

Title: A tour through multivariate extreme value methodology

Abstract: Statistical methods for modelling multivariate extremes have been around since the late 80s, yet a fully general solution to modelling the extremes of three or more variables is still not readily available. Different methodologies can be useful in different scenarios, depending on the underlying structure of the data, and the goal of the analysis. This talk will provide an overview of the issues in modelling dependence between extremes of several variables, highlight some of the main statistical modelling approaches, and discuss some recent research providing links between these representations.

Speaker

Jennifer Wadsworth

Organisation: Lancaster University

  • https://www.lancaster.ac.uk/~wadswojl/#

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Zoom link: https://zoom.us/j/92947173491

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Olatunji Johnson

olatunji.johnson@manchester.ac.uk

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