Robert A. Yuen I am a PhD Student in Statistics at the University of Michigan. I work on statistical inference for multivariate (spatial) extremes with applications in insurance, finance and atmospheric sciences. I also study methods for general spatial and spatio-temporal processes. My Advisor: Stilian Stoev News Op ed in Bloomberg on power-laws and heavy-tails.

Recent Work

• RA Yuen and S Stoev. (2014) Upper bounds on value-at-risk for the maximum portfolio loss. In: Extremes. DOI: 10.1007/s10687-014-0198-5.
• RA Yuen and S Stoev. (2014) CRPS M-estimation for max-stable models. In: Extremes. DOI: 10.1007/s10687-014-0185-x.

• RA Yuen and P Guttorp. (2014) A Gauss-Pareto process model for spatial prediction of extreme precipitation [Tech. Report]

Updated Mar 07, 2015