The Pierre Robillard Award is awarded annually by the SSC to recognize the best Ph.D. thesis in probability or statistics defended at a Canadian university during the previous year.
The 2026 winner of the Pierre Robillard Award of the Statistical Society of Canada is Xiaoting Li. Xiaoting’s thesis, entitled "Multivariate Extreme Value Inference Based on Tail Expansions of Copulas with Applications to Systemic Risk Analysis", was written while she was a doctoral student at the University of British Columbia working under the supervision of Dr. Harry Joe.
Xiaoting’s research focuses on the development of statistical theory and methods for multivariate extremes, aimed at addressing key challenges in quantitative risk management. Her doctoral research, supported by an NSERC Doctoral Scholarship and the Scotiabank Risk Analytics Initiative, examined multivariate extreme value inference for systemic risk in financial systems. In this work, she developed a unified framework to characterize extremal dependence in multivariate distributions through copula tail expansions, establishing a new theoretical foundation for reliable extrapolation beyond the range of observed data. Building on this framework, her research advances a comprehensive suite of statistical tools that include estimation procedures, dependence measures, diagnostic methods, and modelling strategies, designed to enhance the flexibility and robustness of tail inference. This body of work has led to publications in leading journals such as the Journal of the American Statistical Association, Journal of Multivariate Analysis, and Computational Statistics & Data Analysis, with additional manuscripts currently under revision.
Xiaoting grew up in Jinan, Shandong, known as the “Spring City,” a place rich in Chinese history and widely recognized as one of the birthplaces of Qilu culture. She came to Canada in 2013 to study at McGill University, where she earned a Bachelor’s degree in Joint Honours Economics and Finance and graduated with the Allen Oliver Gold Medal. She then pursued her master’s studies at McGill, under the supervision of Dr. Christian Genest and Dr. Jonathan Jalbert.
Xiaoting received her Ph.D. in Statistics from the University of British Columbia in 2025, under the supervision of Dr. Harry Joe, where she was awarded the Marshall Prize for Excellence in Statistics and the Lorraine Schwartz Prize in Probability. She is currently an Assistant Professor in the Department of Statistics at the University of Manitoba.
To Xiaoting Li, for the thesis entitled “Multivariate Extreme Value Inference Based on Tail Expansions of Copulas with Applications to Systemic Risk Analysis.”