Introduces statistical inference concepts, focusing on parameter estimation, unbiased estimators, and mean estimation using independent random variables.
Covers extremal limit theorems, basic statistical analysis, and applications to multivariate extremes, emphasizing the importance of understanding the distribution of maxima.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Covers methods to define the design storm, empirical distribution of rainfall maxima, Gumbel distribution, and intensity-duration-frequency relationships.