Extreme Value Theory: Statistical Applications

In course

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Description

This lecture covers the convergence of Poisson processes, statistical applications of threshold exceedances, Poisson process likelihood, GPD modeling, interpretation of mean residual life plots, and piecewise GPD for threshold selection in extreme value theory.

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https://mediaspace.epfl.ch/media/0_903446nu

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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