Probability and Statistics Seminar   RSS

08/11/2016, 11:00 — 12:00 — Room P3.10, Mathematics Building
, Erasmus University Rotterdam and CEAUL

On the peaks-over-threshold method in extreme value theory

The origin, the development and the use of the peaks-over-threshold method (in particular in higher-dimensional spaces) will be discussed as well as some issues that need clarification.