Statistics for Extreme Events

Aktivitet: Deltagelse i arrangement eller 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