Ana Ferreira
IST-CEMAT / CEAUL

Two fundamental methods in Extreme Value Theory are the Block Maxima (BM) and the Peaks-Over-threshold (POT) and, two widely used methods of estimation in extremes when applying BM or POT are the maximum likelihood (ML) and probability weighted moment (PWM). We prove asymptotic normality of the estimators under the BM approach and maximum domain of attraction conditions. This permits to compare their asymptotic performance under BM and POT approaches.

Rahim Mahmoudvand
Dep. Statistics, Bu-Ali Sina University, Hamedan, Iran

This three-day short course (6-8 March 2017) will be on Reinsurance, lectured by Hansjoerg Albrecher (University of Lausanne) and Jef Teugels (KULeuven).

Daniel Peña
Dep. Estadística - Universidad Carlos III de Madrid

This short course is aimed to statisticians and other researchers who are interested in learning about Geoadditive Regression with Software BayesX (www.bayesx.org). Geoadditive regression i.e. penalised spline smoothing and structured additive distributional regression models provide a simple yet flexible possibility to introduce nonlinear covariate effects in any type of regression models.

Iniciativa integrada nas atividades da Secção de Biometria da SPE (Sociedade Portuguesa de Estatística).

Jennifer Hoeting
Department of Statistics - Colorado State University

Seminário no âmbito do Mestrado em Bioestatística, por Miguel Pereira (National Heart and Lung Institute, Imperial College London, UK).

Seminário no âmbito do Mestrado em Bioestatística, por Carmen Armero (Department of Statistics and Operations Research, Universitat de València).