Statistical Analysis of Multivariate Extremes

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Related lectures (32)

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Multivariate Extremes: Applications and Dependence

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

Extreme Statistics: Threshold Models

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

Asymptotic Independence Models

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

Poisson Process: Density Theory and Applications

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

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.

Point Processes: Extremal Limit Theorems

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

Extreme Value Analysis: Applications and Consequences

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

Statistics of Multivariate Extremes: Inference and Models

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

Variational Formulation: Information Measures

Explores variational formulation for measuring information content and divergence between probability distributions.

Information Measures: Entropy and Information Theory

Explains how entropy measures uncertainty in a system based on possible outcomes.