Legend:
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
Raphaël 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
