Moving to Multivariate – Extremes Part 4
Related Phenomena In my past few posts I’ve attempted to give a bit of an informal introduction to the main ideas behind extreme value theory:… Read More »Moving to Multivariate – Extremes Part 4
April 2022
Talking about Thresholds – Extremes Part 3
A different approach As I covered in my last blog, the block maxima approach to considering extremes can sometimes leading to wasted, or misleading, data.… Read More »Talking about Thresholds – Extremes Part 3
Models for Maxima – Extremes Part 2
What is an Extreme? In my last post, I introduced the ideas and motivations behind the study of extreme value theory, an area of statistics… Read More »Models for Maxima – Extremes Part 2