Statistics for Extreme Events

Activity: Participating in an event - typesParticipation in workshop, seminar, course

Rasmus Søndergaard Pedersen - Participant

MSc Statistics course. Lecturer: Dr Almut E.D. Veraart Extreme value theory: Fluctuations of maxima; fluctuations of upper order statistics; point processes. Statistical Methods: Probability and quantile plots; mean excess function; Gumbels method of exceedances; parameter estimation for the generalised extreme value distribution; estimating under maximum domain of attraction conditions; fitting excess over a threshold.
Jan 2014Feb 2014

Course

CourseStatistics for Extreme Events
LocationImperial College London
CountryUnited Kingdom
CityLondon
Period13/01/2014 → …

ID: 105458298