Lecture

Extreme Value Analysis: Statistical Consequences

Description

This lecture covers the statistical consequences of extreme value analysis, including extremal limit theorems, exceedance theorem, quantiles, inference, and exploratory techniques like QQ plot and Hill estimator. It discusses the estimation of parameters, likelihood, Bayesian inference, and the implications of mis-specification in the GEV and GPD models.

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Official source

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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