Syllabus
Registration via LPIS
| Day | Date | Time | Room |
|---|---|---|---|
| Monday | 04/28/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Tuesday | 04/29/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Monday | 05/05/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Tuesday | 05/06/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Wednesday | 05/07/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Thursday | 05/08/25 | 01:00 PM - 04:00 PM | D2.-1.019 Workstation-Raum |
| Wednesday | 06/18/25 | 01:00 PM - 04:00 PM | Online-Einheit |
· Modeling Extremal Events by P. Embrechts, C. Klüppelberg and T. Mikosch, Springer 1997 (Chapter 4)
· An Introduction to Statistical Modeling of Extreme Values by S. Coles, Springer 2001 (Chapters 5 and 8)
· Extremes and related properties of random sequences and processes by R. Leadbetter, G. Lindgren and H. Rootzén, Springer 1983
· Statistics of Extremes by A.C. Davison and R. Huser, Annu. Rev. Stat. Appl. 2015. 2:203–35
· Copula Modeling for Extremes by C. Genest and J.G. Nešlehová, Encyclopedia of Environmetrics (El-Shaarawi, Abdel H. and Piegorsch, Walter W. Eds.), Wiley 2012
Students will acquire a good understanding of theoretical and practical aspects of univariate EVT. Moreover, they will be able to analyze data with EVT.
The course assessment will be based on project work and on an oral presentation of the project.
The course assessment will be based on project work and on an oral presentation of the project.
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