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Concept

Generalized extreme value distribution

Related lectures (32)

Statistics of Multivariate Extremes Log in to Mediaspace to watch this video

Covers extremal limit theorems, basic statistical analysis, and applications to multivariate extremes, emphasizing the importance of understanding the distribution of maxima.

Extreme Value Theory: Applications to Time Series Log in to Mediaspace to watch this video

Explores Extreme Value Theory applications to time series, discussing extremogram, moving maxima, and rare event threshold sequences.

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

Explores Extreme Value Theory applications, estimation strategies, and modelling techniques for statistical analysis of extremes in time series.

Estimating Moments: GEV and GPD Log in to Mediaspace to watch this video

Explores moment estimation in GEV and GPD models, including L-moment estimation and robust parameter estimation.

Asymmetric Parametric Models: Extremal Coefficient Log in to Mediaspace to watch this video

Explores asymmetric parametric models and the extremal coefficient in extreme value dependence.

Extreme Value Theory Log in to Mediaspace to watch this video

Explores the Extreme Value Theory and the impact of local dependence on extreme values.

Probabilistic Fracture: Weibull Model Log in to Mediaspace to watch this video

Delves into the Weibull model for probabilistic fracture in brittle solids and its implications on material reliability.

Modern Regression: Applications and Examples Log in to Mediaspace to watch this video

Explores the EM algorithm, extreme-value distribution fitting, and seasonal decomposition in regression models.

Weibull Model: Random Data Log in to Mediaspace to watch this video

Explores the Weibull model's application to random data and its significance in analyzing material strength and failure probability.

Extreme Value Time Series: Modelling and Dependence Log in to Mediaspace to watch this video

Explores extremal limit theorems, point processes, and multivariate extremes in extreme value time series modelling, emphasizing the effect of local dependence on extreme values.

Poisson Processes and Angular Density Log in to Mediaspace to watch this video

Explores Poisson processes, Pickands' function, and multivariate angular densities.

FlowField Data Distribution Log in to Mediaspace to watch this video

Covers the distribution of data in the FlowField class, focusing on gridpoint calculations and MPI usage.