Event
Graduate Student Seminar
Friday, October 20, 2017 12:00
Burnside Hall
Graduate Lounge, BURN 1024/1025, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
This week's grad student seminar will be given by Annabelle Redelmeier.
Title:
Extreme Value Theory
Abstract:
Extreme Value Theory (EVT) is a discipline in statistics used to model low probability high impact events. It is often used to estimate extremes in hydrology, the environment, and financial data. In this talk, I’ll give a short description of two methods in EVT (the Block Maxima model and the Peaks-Over-Threshold model) and a few applications of what they can be used for.