Lecture

Estimating Extreme Quantiles

Description

This lecture covers the estimation of extreme quantiles using empirical quantiles, with examples of different scenarios and calculations based on sample data. The instructor explains the process step by step, illustrating how to determine extreme quantiles for various probabilities.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_qbd5aoew

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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