IMFUFA Seminar: Richard von Mises and the development of modern extreme value theory

by Thomas Mikosch (KU)
Wednesday
17
November
Start:14:00
End:16:00
Place: Roskilde University 27.1, Room 1

This talk has the following goals:
(1) To present Richard von Mises’s achievements in extreme value theory in their historical context.
(2) To provide a short history of extreme value theory and statistics since the 1920s.
(3) To discuss some of the challenges in modern extreme value theory.