Statistical Modelling of Extreme Values

  • Coles S
  • Davison A
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Abstract

Overview 1. Basic notions: maximum analysis, and threshold models 2. Alternative charactizations—improved inferences 3. Modelling issues 4. Multivariate extremes 5. Spatial models for extremes Statistics of Extremes January 2008 – slide 2

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Coles, S., & Davison, A. (2008). Statistical Modelling of Extreme Values. Hydrological Processes, 21(3), 1–70. Retrieved from papers2://publication/uuid/F55B01B8-4DB7-4132-A878-3033C396A215

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