Jennifer Wadsworth - A tour through multivariate extreme value methodology
| Dates: | 27 April 2022 |
|---|
| Times: | 14:00 - 15:00 |
|---|
| What is it: | Seminar |
|---|
| Organiser: | Department of Mathematics |
|---|
| Who is it for: | University staff, External researchers, Current University students |
|---|
| Speaker: | Jennifer Wadsworth |
|---|
|
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
Travel and Contact Information
Find event
Zoom link: https://zoom.us/j/92947173491
