Lecture

Poisson Processes and Angular Density

Description

This lecture covers the simulation of Poisson processes for the Hüsler-Reiss model, the Pickands' dependence function, and the construction of multivariate angular densities. It also discusses the principles of constructing multivariate angular densities and the computation of extremal coefficients. The lecture explores the relationship between Poisson processes and angular density, as well as the use of copulas for multivariate extremes.

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.