Statistics for Extreme Events

    Aktivitet: Deltagelse i eller arrangement af en begivenhed - typer › Deltagelse i workshop, seminar og kursus

    Beskrivelse

    MSc Statistics course. Lecturer: Dr Almut E.D. Veraart Extreme value theory: Fluctuations of maxima; fluctuations of upper order statistics; point processes. Statistical Methods: Probability and quantile plots; mean excess function; Gumbels method of exceedances; parameter estimation for the generalised extreme value distribution; estimating under maximum domain of attraction conditions; fitting excess over a threshold.
    Periodejan. 2014 → feb. 2014
    BegivenhedstypeKursus
    PlaceringLondon, StorbritannienVis på kort