Cláudia Neves, King’s College London, UK
Extreme value statistics born out of domains of attraction
Extreme value statistics is essentially concerned with the modelling of rare events which are hard to predict and occur with only little warning. In this talk, I will address a number of challenges highlighted in the literature and how these align with the domain of attraction characterisation for extremes. Such a characterisation stems from a suite of mildly restrictive conditions, qualitative in nature, which not only provide computational convenience but also furnish sharp approximations to asymptotically justified models for extreme values, a key aspect to statistical testing procedures as well as interval estimation methodology in a nonparametric setting.