EVA 2017

10th Extreme Value Analysis Conference
TU Delft ⎯ June 26-30, 2017

Friday, June 30

Contributed Session C39: Missing data
(9:00-10:25, Room: Boole, Chair: Sebastian Engelke)
  • 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

Contributed Session C40: Testing multivariate regular variation

(9:00-10:25, Room: Chip, Chair: Armelle Guillou) 
  • 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

Contributed Session C41: Covariates

(9:00-10:25, Room: Pi, Chair: Raphaël Huser) 
  • 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

Coffee Break (10:30-11:00)

(11:00-12:25, Room: Boole, Organizer: Olivier Wintenberger)
  • 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,
Prediction of extremal precipitation: the use of quantile regression forests

Contributed Session C42: Copulas
(11:00-12:25, Room: Chip, Chair: Laurent Gardes)
  • 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

Contributed Session C43: Serial dependence
(11:00-12:25, Room: Data, Chair: Stéphane Girard)
  • 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

Contributed Session C44: Univariate statistics
(11:00-12:25, Room: Pi, Chair: Ana Ferreira)
  • 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

Lunch (12:30-14:00)

Invited Session I10: Serial dependence

(14:00-15:55, Room: Boole, Organizer/Chair: Chen Zhou) 
  • 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

Invited Session I11: Extreme quantiles with covariates

(14:00-15:55, Room: Chip, Organizer/Chair: Deyuan Li/Juan Juan Cai) 
  • 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

Invited Session I12: Working at the interface of extremal dependence types

(14:00-15:55, Room: Pi, Organizer/Chair: Jonathan Tawn) 
  • 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

Coffee (16:00-16:30)

© EVA 2017 Delft