Asymptotic Independence Models

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Related lectures (32)

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Multivariate Extremes: Applications and Dependence

Explores multivariate extremes, including overwhelming sea defenses and heat waves.

Extreme Statistics: Threshold Models

Covers the theory and applications of extreme statistics, focusing on threshold models for analyzing extremes of time series.

Extreme Value Analysis: Applications and Consequences

Explores extremal limit theorems and statistical analysis for analyzing extreme events like Venezuela rainfall and Venice data.

Point Processes: Extremal Limit Theorems

Explores the theory of point processes and their applications to extremes, emphasizing the Laplace functional and Kallenberg's theorem.

Estimating Extremal Processes

Explores extremal limit theorems, statistical analysis, and applications of extremal processes in various fields, focusing on modeling extreme events and fitting suitable models.

Statistical Analysis of Multivariate Extremes

Covers the statistical analysis of multivariate extremes, including extremal limit theorems and models for extremes of time series.

Poisson Process: Density Theory and Applications

Explores Poisson processes, joint density, independence of events, and likelihood estimation.

Extreme Value Theory: Applications to Time Series

Explores Extreme Value Theory applications to time series, discussing extremogram, moving maxima, and rare event threshold sequences.

Statistics of Multivariate Extremes

Covers extremal limit theorems, basic statistical analysis, and applications to multivariate extremes, emphasizing the importance of understanding the distribution of maxima.

Simulation & Optimization: Poisson Process & Random Numbers

Explores simulation pitfalls, random numbers, discrete & continuous distributions, and Monte-Carlo integration.