Conferences #
2024 Symposium on Recent Developments in Time Series Econometrics and Applied Macroeconomics, Xiamen, China
Testing for Spurious Factor Analysis on High Dimensional Nonstationary Time Series
International Symposium on Nonparametric Statistics 2024, Portugal.
Inference of Unknown Semiparametric Transformation via Distribution Regression Estimation
The Netherlands Econometric Study Group (NESG) Conference, Maastricht.
6th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance, Austria
International Conference on Computational Finance, Amsterdam,2024
Dectecting Spurious Factor Models
Fens, Forests, Formulas Workshop in Statistics and Probability
Extending Extreme Value Inference to General Heterogeneous Data
Invited Speaker at 13th International Conference on Extreme Value Analysis, Bocconi University, Milan, Italy.
Dectecting Spurious Factor Models
Invited Speaker at EVTA Seminar, Vrije Universiteit Amsterdam, the Netherlands
Rethinking Tail Inference
15th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom
Extreme Value Statistics for Heterogeneous Power Law Data
Extreme Value Theory and Quantitative Risk Management Workshop (via VooV), Fudan University
Young Researchers Workshop on Quantitative Risk Management and Other Related Topics, Fudan University, China. Chinese information here.
13th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom (virtually via Zoom)
Unified extreme value estimation for heterogeneous data
Netherlands Econometric Study Group Conference 2020, Tilburg (virtually via Zoom)
12th International Conference of the ERCIM WG on Computational and Methodological Statistics (Session organizer), London, United Kingdom
Most powerful quadratic test against high dimensional free alternatives
11th international conference on Extreme Value Analysis (Invited), Zagreb, Croatia
Statistical Inference for a Relative Risk Measure
11th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), Pisa, Italy
Computing Value-at-Risk Via Peaks-over-threshold Generalized Pareto Distribution
Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop, Canberra, Australia
14th International Symposium on Econometric Theory and Applications, Sydney, Australia
3rd Xiamen-Monash Joint Workshop on Economics, Econometrics and Statistics, Xiamen, China
10th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), London, United Kingdom
10th International Conference on Extreme Value Analysis, Delft, Netherlands
Asymptotics for Extreme Depth-based Quantile Region Estimation
9th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), Seville, Spain
3rd Conference of the International Society for Non-Parametric Statistics (Invited), Avignon, France
8th International Conference of the ERCIM WG on Computational and Methodological Statistics (Invited), London, United Kingdom
9th Extreme Value Analysis Conference, Ann Arbor, United States
Estimation of Extreme Depth based Quantile Regions
AIO 22nd meeting of AIO’s in Stochastics, Hilversum, Netherlands