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UID:20260601T213950EDT-1971AuJ7gu@132.216.98.100
DTSTAMP:20260602T013950Z
DESCRIPTION:Title: Asymptotic behavior of data driven empirical measures fo
 r testing multivariate regular variation\n\nAbstract:\n\nNowadays\, empiri
 cal processes are well known objects. A reason that push forward theirs st
 udies is that\, in many models\, we can write the estimators as images of 
 empirical measures. In this work\, the interest is touched upon the case o
 f local empirical measures built over a sub-sample of data conditioned to 
 be in a certain area\, itself depending on the data. In the present work w
 e present a general framework which allows to derive asymptotic results fo
 r these empirical measures. This approach is specified for the framework o
 f extreme values theory. As an application\, an asymptotic result allowing
  to derive a test procedure for Multivariate Regular Variation is detailed
 .\n\nReferences:\n\n\n	Cai\, J.J.\, Einmahl\, J.H.J.\, & De Haan\, L. (2011
 ). Estimation of extreme risk regions under multivariate regular variation
 . Ann. Stat.\, 39(3)\, 1803–1826.\n	Drees\, H.\, De Haan\, L.\, & Li\, D. (
 2006). Approximations to the tail empirical distribution function with app
 lication to testing extreme value conditions. J. Statist. Plann. Inference
 \, 136(10)\, 3498–3538.\n\n\nSpeaker\n\nAfter completing his studies in ge
 neral mathematics at the University of Franche-Comté in Besançon\, Benjami
 n Bobbia pursued a PhD in extreme value theory and empirical processes\, w
 hich he defended in 2020\, under the supervision of Clément Dombry and Dav
 it Varron. This PhD was followed by a 6 months postdoctoral position at th
 e University of Cergy-Pontoise\, after which he worked as an assistant pro
 fessor at the École Supérieure d’Ingénieurs Léonard de Vinci for two years
 \, until 2023. Since then\, Benjamin Bobbia has held the position of assoc
 iate professor at ISAE-SUPAERO in Toulouse. His current research interests
  include statistical learning\, active and transfer learning\, as well as 
 extreme value theory.\n
DTSTART:20241122T203000Z
DTEND:20241122T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Benjamin Bobbia (ISAE-SUPAERO)
URL:https://www.mcgill.ca/mathstat/channels/event/benjamin-bobbia-isae-supa
 ero-361293
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