成人动漫
“创源”大讲堂成人动漫
成人动漫
讲座
讲座题目：Tail Dependence and Extreme Quantiles
报告人： Peng Liang教授，复旦大学管理成人动漫
，Georgia Institute of Technology
主持人：
殷向荣教授
讲座时间： 2014年7月7日上午10:00
讲座地点： 犀浦校区二号教学楼X2511
内容简介：In this talk, I will introduce extreme value theory and propose new
measures for detecting asymptotic independence and dependence, which plays an
important role in managing catastrophic risks. Secondly we propose a
semi-parametric method for estimating extreme quantiles, where nonparametric
method fails and parametric method is not robust.
主讲人简介：
Liang Peng，复旦大学管理成人动漫
教授，Georgia Institute of Technology教授。主要研究方向为：Extreme value theory and risk analysis in insurance and finance, Heavy
tailed, long-range dependent, nonlinear time series, Nonparametric smoothing
and empirical likelihood methods, Financial Econometrics, Copulas and actuarial
sciences. 已在STAT SCI, ANN STAT， JASA, Econometric Theory等著名杂志发表多篇论文。
主办：成人动漫
院
承办：成人动漫
