Coffee, Bagels and Registration (8:00-8:30)
Invited Session I4.1.a Geometry and extremes (8:30-10:15, Room: Great Lakes Central, Chair: Cl. Dombry) [expand, title=”(more)”]
- 8:30-9:00: Matthias Schulte, Functional Poisson approximation in Rubinstein distance
- 9:05-9:35: Nicolas Chenavier, Extreme values for random tessellations
- 9:40-10:10: Kirstin Strokorb, Comonotonic max-stable processes[/expand]
Invited Session I4.1.b Extremal behavior of random graphs and networks (8:30-10:15, Room: Forum Hall, Chair: R. Davis)[expand, title=”(more)”]
- 8:30-9:00: Sidney Resnick, Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks
- 9:05-9:35: Gennady Samorodnitsky, Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
- 9:40-10:10: Claudia Klueppelberg, Extremes on directed acyclic graphs[/expand]
Coffee Break and Registration (10:15-10:35)
Invited Session C4.1 History and future (10:35-12:15, Room: Great Lakes combined, Chair: T. Hsing)[expand, title=”(more)”]
- 10:35-10:55: Ross Leadbetter
- 11:00-11:20: Juerg Huesler
- 11:25-11:45: Paul Embrechts
- 11:50-12:10: Anthony Davison[/expand]
Lunch Break (12:15-13:30)
Invited Session I4.2.a Extremes in high dimensions (13:30-15:15, Room: Great Lakes Central, Chair: H. Rootzén)[expand, title=”(more)”]
- 13:30-14:00: Stefan Wager, Semiparametric Exponential families for heavy-tailed data
- 14:05-14:35: Dmitrii Zholud, Tail estimation for window censored processes
- 14:40-15:10: Robert Yuen, Universal bounds on extreme value-at-risk under fixed extremal coefficients[/expand]
Invited Session I4.2.b Statistics for environmental and weather extremes (13:30-15:15, Room: Forum Hall, Chair: D. Cooley)[expand, title=”(more)”]
- 13:30-14:00: Brian Reich, A hierarchical model for serially-dependent extremes
- 14:05-14:35: Soyoung Jeon, Scale mismatch problem in the analysis of Central U.S. Temperature anomaly
- 14:40-15:10: Dan Cooley, Assessing regional climate models’ ability to produce extreme precipitation[/expand]
Coffee Break (15:15-15:45)
Contributed Session C4.2.a Inference for multivariate extremes (15:45-17:25, Room: Great Lakes Central, Chair: J. Nolan)[expand, title=”(more)”]
- 15:45-16:05: Beth Andrews, Model identification for infinite variance autoregressive processes
- 16:10-16:30: Cécile Mercadier, Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
- 16:35-16:55: Johanna G. Neslehova, Multivariate Archimax copulas
- 17:00-17:20: John Nolan, Estimation for multivariate extreme value distributions using max projections[/expand]
Contributed Session C4.2.b Risk measures (15:45-17:25, Room: Great Lakes North, Chair: N. Nolde)[expand, title=”(more)”]
- 15:45-16:05: M. Ivette Gomes, Reduced-bias Value-at-Risk semi-parametric estimation
- 16:10-16:30: Maria Elena Rivera Mancia, Expert elicitation and extreme events
- 16:35-16:55: Felipe Abaunza, Modeling load-at-risk (LaR) for computing systems: an extreme value approach
- 17:00-17:20: Tom Reynkens, Hunting for Black Swans in the european banking sector using extreme value analysis[/expand]
Contributed Session C4.2.c Tail inference (15:45-17:25, Room: Forum Hall, Chair: A. Guillou)[expand, title=”(more)”]
- 15:45-16:05: Maud Thomas, Tail index estimation, concentration and adaptivity
- 16:10-16:30: Jan Picek, Testing max-domains of attractions under nuisance regression
- 16:35-16:55: Jelena Jocković, Tail index estimation: a generalization of Hill’s estimator and some optimization problems
- 17:00-17:20: Jan Beirlant, Tail fitting of Pareto-type tails truncated at intermediate levels[/expand]
