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Concept

Generalized extreme value distribution

Related lectures (32)

Extreme Value Theory: GEV and GPD

Covers Extreme Value Theory, focusing on GEV and GPD distributions and the POT Model for threshold exceedances.

Extreme Value Theory: Limiting Distributions and Applications

Covers Extreme Value Theory, GEV distributions, GPD, and threshold exceedances.

Quantitative Risk Management: Copulas and Generative Adversarial Networks

Explores copulas, simulation algorithms, fitting data with rank correlations, and GANs for image generation.

Weather Events and Climate Change: Understanding the Impact

Explores the impact of weather events on climate change, emphasizing human influence and statistical analysis.

Gumbel Distribution: Properties and Illustrations

Explores the properties of the Gumbel distribution and its application in the coupon collector problem with illustrative examples.

Markov chains

Covers Markov chains, Monte Carlo sampling, isotropy, and the curse of dimensionality.

Extreme Events: Metrics and Impacts

Explores extreme events, emission metrics, and the Paris Agreement's goals, analyzing the impact of different metrics on temperature outcomes and the challenges in defining extreme events.

Threshold Exceedances: Generalized Pareto Distribution

Explores threshold exceedances and the Generalized Pareto Distribution for modeling extreme data points above a specified level.

Extreme Values: Applications and Probability Framework Log in to Mediaspace to watch this video

Explores extreme values in random variables, applications in environmental factors, reliability modeling, block maxima distribution, and the Generalized Extreme Value distribution.

Extreme-Value Theorems Log in to Mediaspace to watch this video

Explores Extremal Types and Exceedance Theorems, GEV, GPD, stability, and limitations in extreme value modeling.

Precipitation and Hydrologic Design Log in to Mediaspace to watch this video

Covers methods to define the design storm, empirical distribution of rainfall maxima, Gumbel distribution, and intensity-duration-frequency relationships.

Estimating GEV Parameters Log in to Mediaspace to watch this video

Explores techniques for estimating GEV parameters using graphical and likelihood-based methods, illustrated with real-world examples.

Extreme Value Estimation Log in to Mediaspace to watch this video

Covers the estimation of extreme values using GEV distributions in the context of Old Age and Paris 2021 Talk.

Extreme Value Theory: Maximum Distribution Log in to Mediaspace to watch this video

Explores extreme value theory, focusing on maximum distribution and different types of distributions based on shape parameters.

Extreme Value Theory: Dependence Effects Log in to Mediaspace to watch this video

Explores the extremal index and its impact on extreme events in stationary processes, along with the D'(u) condition for short-range dependence modeling.

Extreme Value Theory: Maxima and Exceedances Log in to Mediaspace to watch this video

Delves into Extreme Value Theory, discussing maxima, exceedances, and their statistical implications.

Stability Relationships in Distributions Log in to Mediaspace to watch this video

Explores stability relationships, domains of attraction, and limitations in distributions for statistical modeling and analysis.

Extreme Value Theory: Return Level Estimation Log in to Mediaspace to watch this video

Explores extremal limit theorems, return level estimation, clustering consequences, and modelling strategies for extreme value theory.

Venice Sea Levels Analysis Log in to Mediaspace to watch this video

Analyzes Venice sea levels from 1887 to 2017, focusing on maximum levels and trend estimation.

Extreme Value Theory: Applications and Threshold Selection Log in to Mediaspace to watch this video

Explores extremal limit theorems, applications like Vargas rainfall data, and fitting piecewise Generalized Pareto Distributions.