Multivariate Extremes: Applications and Dependence

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Related lectures (32)

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Extreme Value Analysis: Applications and Consequences

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

Extreme Statistics: Threshold Models

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

Poisson Process: Density Theory and Applications

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

Probability Distributions in Environmental Studies

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

Asymptotic Independence Models

Explores extremal limit theorems, statistical analysis, and asymptotic independence models for rare events.

Point Processes: Extremal Limit Theorems

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

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 Approach

Explores the Poisson process approach in extreme value analysis, emphasizing component-wise transformations and likelihood functions for extreme events.

Simulation & Optimization: Poisson Process & Random Numbers

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

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.