BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250709T232131EDT-2051ER8x6t@132.216.98.100 DTSTAMP:20250710T032131Z DESCRIPTION:Title: Estimation for multivariate risk measures for extreme ri sk levels\n\nAbstract: This work deals with the problem of estimating the multivariate risk measures introduced in the recent literature. We propose a semiparametric inference approach for these risk measures\, essentially based on statistical extrapolation techniques\, well designed for extreme risk levels. We prove a central limit theorem for the obtained estimators . We illustrate the practical properties of our estimator on simulations a nd real environmental data.\n DTSTART:20190517T180000Z DTEND:20190517T190000Z LOCATION:Room LB 921-4\, CA\, Concordia University\, Pavillon J.W. McConnel l (Library) SUMMARY:Elena di Bernardino\, Conservatoire national des arts et métiers (P aris\, France) URL:/mathstat/channels/event/elena-di-bernardino-conse rvatoire-national-des-arts-et-metiers-paris-france-297057 END:VEVENT END:VCALENDAR