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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

618 * ! Thu, 8/2/2018, 8:30 AM - 10:20 AM CC-West 223
Modeling Extremes in Weather, Networks, and Finance — Topic Contributed Papers
Section on Risk Analysis
Organizer(s): John P Nolan, American University
Chair(s): John P Nolan, American University
8:35 AM Local Likelihood Estimation of Complex Tail Dependence Structures in High Dimensions, Applied to U.S. Precipitation Extremes

Raphaƫl Huser, KAUST; Daniela Castro, King Abdullah University of Science and Technology
8:55 AM Areal Extremes: An Analysis of the Areal Impact of Heat Waves in Conterminous US

Stilian Stoev, University of Michigan; Shrijita Bhattacharya, University of Michigan
9:15 AM Are Extreme Value Estimation Methods Useful for Network Data?

Tiandong Wang, School of Operations Research and Information Engineering
9:35 AM Fitting the Linear Preferential Attachment Model

Sidney I. Resnick, Cornell University; Phyllis Wan, Columbia University; Richard A. Davis, Columbia University; Tiandong Wang, School of Operations Research and Information Engineering
9:55 AM Conditional Extremes in Financial Markets
Natalia Nolde, The University of British Columbia; Jinyuan Zhang, INSEAD
10:15 AM Floor Discussion