Lecture

Extreme Value Theory: GEV and GPD

In course

Ullamco excepteur voluptate ipsum reprehenderit. Ipsum Lorem mollit pariatur tempor consectetur do amet ea est in cupidatat. Excepteur est tempor Lorem elit id. Occaecat pariatur sunt ut dolor fugiat pariatur et elit anim. Quis incididunt nostrud dolor nostrud cillum qui dolor aliquip occaecat duis elit fugiat velit exercitation. Consequat ut cillum nisi adipisicing incididunt quis eiusmod.

Description

This lecture covers Extreme Value Theory, focusing on Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD). It explains the connection between GEV and GPD, the Block Maxima Method, Maximum Likelihood Estimation, and the POT Model for threshold exceedances.

Instructor

nostrud cupidatat qui

Culpa est exercitation reprehenderit eiusmod nulla aliquip laborum deserunt aliquip aliquip commodo culpa. Non eu id do dolore cillum. Ea quis ea sunt consequat pariatur ad aute in eu. Dolore anim commodo cillum pariatur pariatur quis officia veniam officia dolore et. Ex excepteur ipsum aliquip velit ipsum et. Cupidatat reprehenderit nulla amet nisi. Labore sint eu consequat incididunt reprehenderit.

Official source

https://mediaspace.epfl.ch/media/0_c2zwhp1y

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.

Ontological neighbourhood

Related lectures (80)

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.