Estate V. Khmaladze was born in Tbilisi, Georgia, on October 20, 1944. He earned his B.Sc. degree from the Javakhishvili Tbilisi State University in 1964, majoring in physics. and his Ph.D. in mathematics in 1971 and Doctor of Physical and Mathematical Sciences in 1988, both from the Moscow State University. From 1972 to 1990, he held appointments at the Razmadze Mathematical Institute in Tbilisi and interim appointments at the V. A. Steklov Mathematical Institute in Moscow. From 1990 to 1999, he was head of the Department of Probability and Mathematical Statistics of the Razmadze Institute. From 1996 to 2001, he was on the faculty of the Department of Statistics of the University of New South Wales. Since 2002, he holds the Chair in Statistics in the School of Mathematics and Statistics of Victoria University of Wellington, New Zealand. He is a Fellow of the Royal Society of New Zealand and of the Institute of Mathematical Statistics. In 2013, he was awarded the Javakhishvili Medal from Tbilisi I. Javakhishvili State University and was elected to be a Foreign Member of the Georgian Academy of Sciences in 2016. As the conversation reveals, Khmaladze’s research ranges widely over statistical topics and beyond. The conversation began in the old building of I. Javakhishvili Tbilisi State University during a conference on probability theory and mathematical statistics, September 6–12, 2015, and continued in the Research Center of Ilia University, Stephantsminda, during the subsequent workshop, 12–16, September, Georgia. Mount Kazbegi, 5047 m, with its white summit was occasionally visible not too far away. In what follows, the questions are put in italics while the Estate’s answers appear in the standard font.