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Related lectures (32)
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Fit Gumbel Curves to Rainfall Data
Explores fitting Gumbel curves to rainfall data in hydrology.
Precipitation and Hydrologic Design
Covers methods to define the design storm, empirical distribution of rainfall maxima, Gumbel distribution, and intensity-duration-frequency relationships.
Estimating GEV Parameters
Explores techniques for estimating GEV parameters using graphical and likelihood-based methods, illustrated with real-world examples.
Extreme Value Theory: Limiting Distributions and Applications
Covers Extreme Value Theory, GEV distributions, GPD, and threshold exceedances.
Quantitative Risk Management: Copulas and Generative Adversarial Networks
Explores copulas, simulation algorithms, fitting data with rank correlations, and GANs for image generation.
Model Specification: The Error Term
Delves into the binary choice model, error term specification, and Extreme Value distribution properties.
Venice Sea Levels Analysis
Analyzes Venice sea levels from 1887 to 2017, focusing on maximum levels and trend estimation.
Binary Choice Model
Covers the binary choice model, error term assumptions, specific constants, invariances, and distribution properties.
Extreme Value Theory: GEV and GPD
Covers Extreme Value Theory, focusing on GEV and GPD distributions and the POT Model for threshold exceedances.
Extreme Value Theory: Maximum Distribution
Explores extreme value theory, focusing on maximum distribution and different types of distributions based on shape parameters.
