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Lecture
Extreme Value Theory: Applications and Threshold Selection
Description
This lecture covers the motivation behind extremal limit theorems, including the analysis of maxima, point processes, and Gaussian processes. It explores applications such as Vargas rainfall data, Venice data, r-largest analysis, and supercentenarians. The instructor discusses the theory of exceedances and P-values, providing insights into fitting piecewise Generalized Pareto Distributions for threshold selection.
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