Assistant Professor of Mathematical Sciences
Ph.D., Statistics with concentration in Actuarial Science/Financial Mathematics, University of Iowa, USA, 2020
M.S., Statistics, University of Iowa, USA 2016
M.S., Probability and Random Models, Pierre and MArie Curie University (ParisVI)/ Sorbonne University, France, 2013
B.S., Mathematics, University of Picardie Jules Verne, France, 2010
B.S., Mathematics, Huazhong University of Science and Technology, China, 2010
My research has focused on the sub-area of tail dependence within extreme value theory concerning the realization problem of Tail Dependence Matrix (TDM) and the subsets of TDMs which can be generated by some commonly used copula families.
Shyamalkumar, N.D.,; Tao, S. t-copula from the viewpoint of tail dependence matrices. submitted
Shyamalkumar, N.D.; Tao, S. On tail dependence matrices- The realization problem for parametric families. Extremes, 23 (220), no. 2, 245-285.