Lecture

Pickands' Dependence Function

Description

This lecture covers Pickands' dependence function, a summary of multivariate extreme value theory. It explains the concurrence probability, construction principles, and angular density functions. The lecture delves into the computation and interpretation of these functions.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace
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.