[Forum SIS] DEC statistics seminar - March 30th

[Raffaella Piccarreta]

[ apologies for possible double posting ] 




We are glad to announce the next: 

DEC - Statistics Seminar 

Thursday, March 30 th , 2017 

Bocconi University, 

Room 3-E4-SR03, Via Rontgen 1 - 3rd floor 





Andrea Krajina (University of Goettingen) 



Empirical likelihood based testing for multivariate regular variation 



Abstract: Multivariate regular variation is a property ensuring regularity in the tail of a multivariate distribution function and it is often encountered in the field of multivariate extreme value theory. We introduce a localised empirical likelihood based test for multivariate regular variation. We provide the asymptotic distribution of the test statistic, the critical values of the test and illustrate its finite-sample behaviour on simulated and real data examples. 





Kind regards, 

Raffaella Piccarreta and Isadora Antoniano 



The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar 



ATTENTION: 

If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please confirm your participation by sending an email to simona.gagino a unibocconi.it 
In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier. 

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Raffaella Piccarreta 
Associate Professor - Statistics 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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