Soraia Pereira and Lídia André
Faculty of Sciences, University of Lisbon and Lancaster University
Local: ZOOM – Link
23 março 2022 (4.ª feira) – 14h:00m
This workshop aims to introduce extreme value theory analysis. We will start by motivating the need for modelling extreme observations and present the most common methodologies to do so: the block maxima and the peaks over threshold approaches. We will apply these methods to real data using the most common R packages for extremes and the inference will be made under a frequentist framework.
Joint seminar CEMAT and CEAUL