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Debbie Dupuis |
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Modeling panels of extremes. Statistics Department Seminar Series, Rutgers University (USA) - 2023 Modeling panels of extremes. Extreme Value Analysis (EVA) 2023. Bocconi, Milan (Italy) - 2023 Mixed-frequency extreme value regression: estimating the effect of Mesoscale Convective Systems on extreme rainfall intensity. 64th World Statistics Congress of the International Statistics Institute. Ottawa (Canada) - 2023 Régression à fréquences mixtes pour valeurs extrêmes : estimation de l’effet des complexes convectifs de méso-échelle sur l’intensité des précipitations extrêmes. STATQAM, séminaire UQAM. Montréal (Canada) - sept 2022 Modeling panels of extremes. Journées de l'Optimisation. Montréal (Canada) - 2022 Robust score-driven filters and smoothers. 24th International Conference on Computational Statistics (COMPSTAT). Bologne (Italy) - 2022 Liquidity tail risk in the wake of the financial crisis: evidence from the U.S. stock market. 13th International Conference on Computational and Financial Econometrics (CFE 2019), London (UK) Testing for a structural break in the duration of extreme temperature exceedances in New York City. EMCC-IV 2019, University of Milano-Bicocca, Milan (Italy) - 2019 Extreme Value Analysis of Environmental Time-Series: A Primer, tutorial, 2019 World Conference on Natural Resource Modelling, Montréal - May 2019 Realized Peaks over Threshold: a Time-Varying Extreme Value Approach with High-Frequency based Measures, 12th International Conference on Computational and Financial Econometrics (CFE 2018), Pisa (Italy) - 2018 The analysis of extreme values: the challenges of «more» data, Statistical Inference, Learning and Models in Data Science, The Fields Institute, Toronto - 2018 Realized peaks over threshold: a time-varying extreme value approach with high-frequency based measures, International Association for Applied Econometrics Conference, Montréal - 2018 Identification of a structural break in the serial dependence of a time series of extremes, Séminaire de statistique - Université de Sherbrooke, Canada - 2018 Extreme values: why is it so difficult to get good estimates in 2017? Journée du GERAD, Montréal - 2017 Measuring correlation in the presence of spikes, ICORS 2016, University of Geneva (Switzerland) – 2016 Measuring correlation in the presence of spikes, 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, London (UK) - 2015 De l'environnement à la finance : personne n'échappe aux extrêmes, Rencontre de l'ASSQ, Université de Montréal, Canada - 2015 The dynamics of extreme daily temperatures, Statistical Society of Canada Annual Meeting, Halifax, Canada - 2015 Measuring correlation in the presence of spikes, Department Seminar - Statistics and Actuarial Science, University of Waterloo, Canada - 2015 Robust conditional variance and Value-at-Risk estimation, 7th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa (Italy) - 2014 Modeling extreme temperatures, Robust Statistics and Extremes Conference - Distinguished Invited Speaker, Mathematical Sciences Institute and the Research School of Finance and Applied Statistics of the Australian National University, Canberra (Australia) - 2014 Vagues de chaleur : la modélisation des extrêmes non-stationnaires, Centre météorologique canadien, Montréal, Canada - 2013 Modeling daily maximum temperature: A series of statistical challenges, Field Lecture - Science Atlantic, Mount Allison University, Canada - 2012 Robust conditional variance and Value-at-Risk estimation, ICORS 2012 - Special Invited Speaker, University of Vermont (USA) - 2012 Modeling non-stationary extremes: The case of heat waves, Joint Statistical Meetings of the ASA, San Diego (USA) - 2012 Aberrance ou rareté? De la statistique robuste à l'analyse des valeurs extrêmes, Banquet annuel - Faculté des Sciences, Université de Moncton, Canada - 2012 La modélisation des extrêmes non-stationnaires : les vagues de chaleur, Séminaire de la Faculté des sciences, Université de Moncton, Canada - 2012 La modélisation statistique : pourquoi?, École secondaire Mathieu-Martin, Dieppe, N.-B., Canada - 2012 Modeling non-stationary extremes: The case of heat waves, Colloque de statistique de Montréal CRM/ISM/GERAD, McGill University, Canada - 2011 Change-points in extremes, Web Conference for Extremes Working Groups - SAMSI, Raleigh (USA) - 2011 Extreme temperatures and CME temperature derivatives, International Chinese Statistical Association Annual Meeting, New York City (USA) - 2011 On modelling (seasonally adjusted) extreme daily average temperatures, Climate Change Workshop - SAMSI, Raleigh (USA) - 2010 Forecasting temperature to price CME temperature derivatives, Statistics Seminar, Université de Genève (Switzerland) - 2009 A robust prediction error criterion for Pareto modelling of upper tails, Extremes Workshop - SAMSI, Raleigh (USA) - 2008 Un critère robuste de prévision pour la modélisation Pareto des ailes supérieures, Séminaire de statistique, Université de Sherbrooke, Canada - 2007 Ozone concentrations: A robust analysis of multivariate extremes, Chris Field Retirement Symposium, Dalhousie University, Canada - 2005 Ozone concentrations: A robust analysis of multivariate extremes, Spring Research Conference, Salt Lake City (USA) - 2005 Concentration d'ozone: une analyse robuste d'extrêmes multivariés, 25e du GERAD, HEC Montréal, Canada - 2005 Ozone concentrations: A robust analysis of multivariate extremes, Colloque de statistique de Montréal CRM/ISM/GERAD, McGill University, Canada - 2005 Modelling peak accelerations from earthquakes, Statistics Seminar, Université de Genève (Switzerland) - 2004 Nonlinear mixed-effects models: An application to earthquake risk, Southern Ontario Statistics Graduate Student Seminar Days, University of Western Ontario, Canada - 2003 Robust weighted likelihood estimators with an application to bivariate extreme value problems, ICORS 2002, University of British Columbia, Canada - 2002 Étude des effets d'une mauvaise spécification d'un modèle de valeurs extrêmes bivariées, Séminaire de statistique, Université Laval, Canada - 2002 Effects of mis-specification in bivariate extreme value problems, Statistics Seminar, University of Waterloo, Canada - 2002 Robust estimation using weighted maximum likelihood, Séminaire de statistique, École Polytechnique Fédérale de Lausanne (Switzerland) - 2000 Effects of mis-specification in bivariate extreme value problems, Séminaire de statistique, École Polytechnique Fédérale de Lausanne (Switzerland) - 2000 Exceedances over high thresholds: A guide to threshold selection, Celebration of Women in Mathematics, Statistics, & Computer Science, University of Waterloo, Canada - 1998 Confidence intervals for generalized extreme-value distributions, CRM Summer School on Likelihood and Asymptotics, Banff, Canada - 1997 Probability and the playoffs, Statistical Society of Canada Public Lecture at Annual Meeting, Fredericton, Canada - 1997 Robust estimation of extremes, Statistics Seminar, Dalhousie University, Canada - 1996 Development and evaluation of a fatigue model, Québec-Atlantic Mathematical Sciences Meeting, Université de Moncton, Canada - 1996 Validity and efficiency in the 'common' approach to robustness, Statistics Seminar, Dalhousie University, Canada - 1995 Méthodes robustes pour valeurs extrêmes, Séminaire de la Faculté des sciences,Université de Moncton, Canada - 1995 Estimating the knot in any order spline, Statistics Seminar, Cornell University (USA) - 1994 Probability and the playoffs, Statistics Seminar, Acadia University, Canada - 1994 Knots in spline regression: Estimation and inference, Statistics Seminar, Dalhousie University, Canada - 1993
Identification of a structural break in the serial dependence of a time series of extremes, 10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London (UK) - 2017 Realizing the Extremes : Estimation of Tail-Risk Measures from a High-Frequency Perspective. EVA 2017, TU Delft (Netherlands) - 2017 Realizing the Extremes: Estimation of Tail-Risk Measures from a High-Frequency Perspective, Statistical Society of Canada Annual Meeting, University of Manitoba, Canada - 2017 On the hourly temperature data behaviour and the daily extreme temperature tail dynamics, 9th International Conference of the ERCIM WG on Computational and Methodological Statistics, Sevilla (Spain) - 2016 Realized peaks over threshold, Statistical Society of Canada Annual Meeting, Brock, Canada - 2016 Robust Value-at-Risk estimation, ICORS 2014, Halle (Germany) - 2014 Robust conditional variance and Value-at-Risk estimation, Statistical Society of Canada Annual Meeting, Toronto, Canada - 2014 La modélisation de la température maximale quotidienne : une série de défis statistiques, 57e congrès de l'Association mathématique du Québec, Saint-Jean-sur-Richelieu, Canada - 2013 A robust prediction error criterion for Pareto modeling of upper tails, Statistical Society of Canada Annual Meeting, London, Canada - 2006 Fitting nonlinear mixed effects models robustly, Statistical Society of Canada Annual Meeting, Montréal, Canada - 2004 Choosing the lower quantile in Pareto index estimation (poster), IMS meeting, San Juan (Puerto Rico) - 2003 Robust statistical methods for multivariate extreme values, ICORS 2003, University of Antwerp (Belgium)- 2003 Valeurs extrêmes en présence de séries courtes, 59e Colloque des sciences mathématiques du Québec, Université de Moncton, Canada - 2003 Fitting bivariate extreme value models robustly, Statistical Society of Canada Annual Meeting, University of Ottawa, Canada - 2000 Exceedances over high thresholds: a guide to threshold selection, Extremes Conference, Gothenberg (Sweden) - 1998 Exceedances over high thresholds: a guide to threshold selection, Statistical Society of Canada Annual Meeting, Université de Sherbrooke, Canada - 1998 Estimation of the parameters and quantiles of a fatigue model, Statistical Society of Canada Annual Meeting, University of New Brunswick, Canada - 1997 Robust estimation of extremes, Sydney International Statistical Congress, Sydney (Australia) - 1996 Estimating the probability of obtaining nonfeasible parameter estimates of the generalized Pareto distribution, Statistical Society of Canada Annual Meeting, University of Waterloo, Canada - 1996 Estimating the knot in any order spline, Statistical Society of Canada Annual Meeting,Banff, Canada - 1994 Estimating knots in spline regression, Statistical Society of Canada Annual Meeting, Acadia University, Canada - 1993
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Last update : October, 2023 Département de sciences de la décision, debbie.dupuis@hec.ca © HEC Montréal. Tous droits réservés. |
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