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Videos linked to 62G32 Statistics of extreme values; tail inferenceMore +
![Hill random forests with application to tornado insurance]()
42:30published on November 2, 2022Hill random forests with application to tornado insurance
By Christian-Yann Robert
![Modelling multivariate extreme value distributions via Markov trees]()
43:05published on October 10, 2022Modelling multivariate extreme value distributions via Markov trees
By Johan Segers
![Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series]()
55:52published on July 28, 2014Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
By Thomas Mikosch
