The 4th International Workshop on Statistical Modeling of Heavy-Tail Phenomena with Applications

Events

Abstract

Heavy-tailed distributions and Extreme value theory are essential in analyzing data beyond their central behavior and have found widespread applications in many area such as network analysis, meteorology, seismology, insurance, finance and many other disciplines. It has become even more relevant to study the Heavy-tail phenomena to understand the further detail of some recent phenomena such as extreme weather patterns or the global financial crisis in today’s world.

Time

June 1 - June 4

Location

International Academic Communication and Exchange Centre, South Campus.

Organizers

  • Chinese society of Probability &Statistics
  • Department of Mathematical Science, Xi’an Jiaotong-Liverpool University

Language

English

Website

For more information, please visit the website.