Friday, June 30

• Lenka Glavaš, Extreme values of the uniform order 1 autoregressive processes and missing observations
• Michael Grabchak, On Turing's formula and the estimation of the missing mass
• Ting Wang, Modelling incomplete record of large volcanic eruptions

• Andrea Krajina, Empirical likelihood based testing for multivariate regular variation
• Fan Yang, Testing the multivariate regular variation model
• Chen Zhou, An entropy-based test for multivariate extreme value models

• Olga Kaiser, Regression based clustering of spatio-temporal excesses with systematically missing covariates
• Linda Mhalla, Regression type models for extremal dependence
• David Randell, Efficient estimation of return value distributions from non-stationary marginal extreme value models using Bayesian Inference

• Olivier Wintenberger, The experience of organizing a challenge
• A.Mefleh, R.Biard and C.Dombry, GEV modeling of annual maxima with covariates and model selection
• Thomas Opitz and Raphaël Huser, INLA for modeling threshold exceedances
• the Melbs team (TBA), Spatio-temporal quantile estimation using nearest neighbors
• Seoncheol Park, Junhyeon Kwon, Joonpyo Kim and Hee-Seok Oh,

• Michel Broniatowski, Multivariate Cox models and copulas
• Sami Umut Can, Asymptotically distribution-free goodness-of-fit testing for copulas
• Simon Chatelain, Inference for multivariate Archimax copulas

• Thomas Lugrin, Modelling extremes of Markov chains
• Martin Schlather, Marked point process adjusted tail dependence analysis for high-frequency financial data
• Paul Sharkey, Modelling extremes arising from extratropical cyclones

• Marc-Olivier Boldi, Gradient sampling algorithm for POT
• Pasquale Cirillo, Exact distributions of the multinomial extremes
• Annika Krutto, Cumulant estimators for stable law in Nolan's 0-parametrization

• Axel Bücher, On a pseudo-maximum likelihood estimator for the extremal index
• Holger Drees, Analyzing the extremal dependence of multivariate time series
• Johan Segers, Regularly varying Markov trees

• Stéphane Girard, Estimation of the functional Weibull tail-coefficient
• Laurent Gardes, Tail dimension reduction for extreme quantile estimation
• Casper de Vries, Linking large currency swings to fundamentals' shocks

• Thomas Opitz, Penultimate modeling of spatial extremes through max-infinitely divisible processes
• Jenny Wadsworth, Modelling spatial processes with unknown extremal dependence class
• Ben Shaby, Hierarchical scale mixtures for flexible spatial modeling of extremes