Modeling Extremal Processes

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Page 1 of 4

Probabilistic Models for Linear Regression

Covers the probabilistic model for linear regression and its applications in nuclear magnetic resonance and X-ray imaging.

Extreme Statistics: Threshold Models

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

Statistics of Multivariate Extremes: Inference and Models

Explores theory and applications of multivariate extremes, emphasizing fitting marginal and dependence models together for accurate estimation.

Multivariate Extremes: Applications and Dependence

Explores multivariate extremes, including overwhelming sea defenses and heat waves.

Linear Combinations: Moment-Generating Functions

Explores moment-generating functions, linear combinations, and normality of random variables.

Simulation & Optimization: Poisson Process & Random Numbers

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

Extreme Value Analysis: Applications and Consequences

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

Testing: t-tests

Covers t-tests, p-values calculation, and comparison of coefficients.

Extreme Value Theory: Point Processes

Covers the application of extreme value theory to point processes and the estimation of extreme events from equally-spaced time series.

Statistical Theory: Inference and Optimality

Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.