Margarida Brito's Annual Report
Year:
2016
Brief description of the research activities:
Estimation of tail indices and applications (continuation).
Estimation of conditional quantiles and applications. Study of the asymptotic behaviour of records for multivariate samples.
Talks / Seminars / Courses :
Work visits:
Work visit from 7 to 14 may 2016, to Laboratoire de Mathématiques Paul Painlevé, University of Lille 1: Developpment of research work on the asymptotic behaviour of records for multivariate samples, in collaboration with MF Barme.