Extreme Value Statistics
Date: No date given
Presented by Janet Heffernan and Harry Southworth
Level - Professional
CPD 12 hours
Most statistical methods are aimed at characterizing expected values, but in many settings it is the unexpected values, the extremes or outliers, that are of interest - e.g. extreme weather events, rare drug toxicities, or extreme movements in financial markets. This course covers the theory and associated statistical methods which form the cornerstone of this subject and which enable extrapolation to levels beyond those already observed in a dataset.
Venue: The Royal Statistical Society
City: London
Country: United Kingdom
Postcode: EC1Y 8LX
Organizer: Royal Statistical Society
Event types:
- Workshops and courses
Activity log