Statistics for Extreme Events
Activity: Participating in an event - types › Participation 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 2014 → Feb 2014
Course
Course | Statistics for Extreme Events |
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Location | Imperial College London |
Country | United Kingdom |
City | London |
Period | 13/01/2014 → … |
ID: 105458298