Lecture

Extreme Value Theory: Maxima and Exceedances

Related lectures (32)
Exchangeability and Network Statistics
Explores exchangeability, statistical summaries for networks, invariance issues, and the Poisson Limit theorem in network statistics.
Extreme Value Theory: Limiting Distributions and Applications
Covers Extreme Value Theory, GEV distributions, GPD, and threshold exceedances.
Normal Distribution: Properties and Calculations
Covers the normal distribution, including its properties and calculations.
Extreme Value Theory: Applications and Threshold Selection
Explores extremal limit theorems, applications like Vargas rainfall data, and fitting piecewise Generalized Pareto Distributions.
Statistical Analysis of Extremes: Risk Measures & Inference
Explores risk measures, inference techniques, and statistical analysis of extreme values.
Max Entropy and Monte Carlo
Explores max entropy, Shannon's entropy, Lagrange multipliers, and Monte Carlo sampling techniques.
Multivariate Extremes: Applications and Dependence
Explores multivariate extremes, including overwhelming sea defenses and heat waves.
Probability and Statistics
Covers probability distributions, moments, and continuous random variables.
Interval Estimation: Method of Moments
Covers the method of moments for estimating parameters and constructing confidence intervals based on empirical moments matching distribution moments.
L-Moment Estimation: Probability-Weighted Moments
Covers L-moment estimation, probability-weighted moments, and maximum likelihood inference basics.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.