Lecture

Extreme Value Theory: Maxima and Exceedances

Description

This lecture covers Extreme Value Theory, focusing on maxima and exceedances. It explains the Extremal Limit Theorems, GEV distribution, Exceedance Theorem, and Generalized Pareto distribution. The instructor discusses the applications of these concepts in statistical analysis and point processes.

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.