30 April14h30-16h00 Unit 1, J.H.J. Einmahl
16h00-16h30 Coffee break 16h30-18h00 Unit 2, J.H.J. Einmahl |
1 May 9h30-11h00 Unit 3, J.H.J. Einmahl
11h00-11h30 Coffee break 11h30-13h00 Unit 4, J.H.J. Einmahl 14h30-16h00 Unit 5, L. de Haan
16h00-16h30 Coffee break 16h30-18h00 Unit 6, J.H.J. Einmahl |
2 May 9h30-11h00 Unit 7, L. de Haan
11h00-11h30 Coffee break 11h30-13h00 Unit 8, L. de Haan |
Contents
- Units 1 & 2: Probability inequalities for (weighted) empirical processes - Room Sousa Pinto
- Units 3 & 4: Weak convergence of weighted empirical processes and of various (weighted) tail empirical processes - Room Sousa Pinto
- Unit 5: Introduction EVT in dimension one and higher - Room 11.1.3
- Unit 6: Asymptotic normality of estimators in extreme value statistics with the aid of empirical process theory - Room Sousa Pinto
- Units 7 & 8: Three subjects: 1) Heteroskedastic extremes; 2) Tail empirical quantile function and application; 3) Estimating the probability of a failure set - Room 11.1.3