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Profil
| Derzeitige Stellung | Professor W-3 und Äquivalente |
|---|---|
| Fachgebiet | Statistik,Differenzen- und Funktionalgleichungen |
| Keywords | Multivariate extreme-value theory, Ranks based inference, Copulas, Mathematical Statistics, Modeling dependence |
| Auszeichnungen | 2020: John L. Synge Award, Royal Society of Canada 2019: Humboldt Forschungspreis 2015: Elected Fellow, Royal Society of Canada 2011: Gold Medal in Research, Statistical Society of Canada 1999: CRM-SSC Prize in Statistics 1997: Fellow, Institute of Mathematical Statistics 1996: Fellow, American Statistical Association 1992: Elected member, International Statistical Institute 1984: Pierre Robillard Award, Statistical Society of Canada |
Aktuelle Kontaktadresse
| Land | Kanada |
|---|---|
| Ort | Montreal |
| Universität/Institution | McGill University |
| Institut/Abteilung | Department of Mathematics and Statistics |
Gastgeber*innen während der Förderung
| Prof. Dr. Holger Dette | Fakultät für Mathematik, Ruhr-Universität Bochum, Bochum |
|---|---|
| Beginn der ersten Förderung | 01.03.2020 |
Programm(e)
| 2019 | Forschungspreis-Programm auf Gegenseitigkeit für Wissenschaftler*innen aus dem Ausland |
|---|
Projektbeschreibung der*des Nominierenden
| Professor Genest is a leading expert in the field of statistics and well known internationally for his outstanding research on multivariate data modeling and risk assessment based on the notion of copula. He has worked on statistical tools to validate parametric model assumptions on the copula and has established a rigorous analysis of estimators of extreme-value copulas, commonly used in quantitative risk management to model catastrophic events and estimate their return period. During his stay in Germany, Professor Genest will work on space-time modeling of extreme events from a Bayesian perspective and he will develop such models for environmental applications with a view to inform public policies in the context of climate change. |