Statistics of Multivariate Extremes

In course

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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.

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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