Extreme Value Theory: Maximum Distribution

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Page 2 of 4

Random Walk: Hitting Probabilities

Explores random walks, hitting probabilities, recursive structures, and Gaussian processes.

Binary Choice Model

Covers the binary choice model, error term assumptions, specific constants, invariances, and distribution properties.

Threshold Exceedances: Generalized Pareto Distribution

Explores threshold exceedances and the Generalized Pareto Distribution for modeling extreme data points above a specified level.

Continuous Random Variables

Covers continuous random variables, probability density functions, and distributions, with practical examples.

Rare Events and Extreme Modeling

Explores rare event modeling, challenges in estimating probabilities with limited data, and the application of extreme value theory in various fields.

Basics of Risk Analysis and Management

Introduces the basics of risk analysis and management in civil engineering, covering distributions, statistical reminders, and mathematical interpretation techniques.

Probability Distributions in Environmental Studies

Explores probability distributions for random variables in air pollution and climate change studies, covering descriptive and inferential statistics.

Nonparametric Estimation: Empirical Likelihood Approach

Explores nonparametric estimation using the empirical likelihood approach and discusses the computation of probabilities and empirical estimation.

Fit Gumbel Curves to Rainfall Data

Explores fitting Gumbel curves to rainfall data in hydrology.

Estimating Moments: GEV and GPD

Explores moment estimation in GEV and GPD models, including L-moment estimation and robust parameter estimation.