Statistics for Extreme Events

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

    Description

    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.
    PeriodJan 2014 → Feb 2014
    Event typeCourse
    LocationLondon, United KingdomShow on map