BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20200308T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20191103T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:68291894c3a70 DTSTART;TZID=America/Toronto:20200716T170000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20200716T170000 URL:/statistics-and-actuarial-science/events/department -seminar-nan-zou-macquarie-university SUMMARY:Department seminar by Nan Zou\, Macquarie University CLASS:PUBLIC DESCRIPTION:Summary \n\nMULTIVARIATE EXTREMES: BLOCK-MAXIMA VS PEAK-OVER-TH RESHOLD” \n\n-------------------------\n\nExtreme value theory is conce rned with describing the tail behaviour\nof univariate and multivariate di stributions. In the estimation of the\ndependence structure of the extreme s of multiple time series\, the\nblock maxima method and the peaks-over-th reshold method are frequently\napplied. In this talk\, I will compare thes e methods and propose some\nnew methodologies. This is joint work with A. Bücher and S.\nVolgushev.\n\nNan is a lecturer in the Department of Mat hematics and Statistics at\nMacquarie University in Sydney\, Australia.\n\ nPLEASE NOTE: This seminar will be delivered via Zoom. Please check\nbac k later for the link. \n\n*THIS SEMINAR WILL START AT 5:00 P.M.\n DTSTAMP:20250517T231532Z END:VEVENT END:VCALENDAR