Lecture

Statistics of Multivariate Extremes

Description

This lecture covers the theory and applications of statistics of multivariate extremes, focusing on extremal limit theorems, basic statistical analysis, and applications to multivariate extremes. The instructor discusses topics such as marginal transformation, estimation based on maxima, and point process models. The lecture emphasizes the importance of understanding the distribution of maxima and the parameters involved in modeling multivariate extremes.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related lectures (49)
Air Pollution Analysis
Explores air pollution analysis using wind data, probability distributions, and trajectory models for air quality assessment.
Probability Distributions in Environmental Studies
Explores probability distributions for random variables in air pollution and climate change studies, covering descriptive and inferential statistics.
Interval Estimation: Method of Moments
Covers the method of moments for estimating parameters and constructing confidence intervals based on empirical moments matching distribution moments.
Gaussian Mixture Models: Data Classification
Explores denoising signals with Gaussian mixture models and EM algorithm, EMG signal analysis, and image segmentation using Markovian models.
Probability and Statistics
Covers p-quantile, normal approximation, joint distributions, and exponential families in probability and statistics.
Show more

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.