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SUMMARY:Asymptotic behavior of data driven empirical measures for testing 
 multivariate regular variation.
DTSTART:20230919T091500Z
DTEND:20230919T101500Z
DTSTAMP:20260424T194900Z
UID:indico-event-10241@indico.math.cnrs.fr
DESCRIPTION:Speakers: Benjamin Bobbia (ISAE)\n\nNowadays\, empirical proce
 sses are well known objects. A reason that push forward theirs studies is 
 that\, in many models\, we can write the estimators as images of empirical
  measures. In this work the the interest is touched upon the case of 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 we prese
 nt a general framework which allows to derive asymptotic results for these
  empirical measures. This approach is specified for the framework of extre
 me values theory. As an application\, an asymptotic result allowing to der
 ive a test procedure for Multivariate Regular Variation is detailed.  \n
 \nhttps://indico.math.cnrs.fr/event/10241/
LOCATION:Salle K. Johnson\, 1er étage (1R3)
URL:https://indico.math.cnrs.fr/event/10241/
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