Introduction to Extremes with R

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