Extreme value statistics
Date:
15/11/2018 - 16/11/2018
Organised by:
Royal Statistical Society
Presenter:
Dr Janet Heffernan & Dr Harry Southworth
Level:
Intermediate (some prior knowledge)
Contact:
Description:
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 a cornerstone of natural hazard risk planning and engineering design safety, and which enable extrapolation to levels beyond those already observed in a dataset. We describe current best practice and step-by-step implementation of methods for calculating high quantiles and associated uncertainties.
Cost:
£464+vat
Website and registration:
https://events.rss.org.uk/rss/160/home
Region:
Greater London
Keywords:
Quantitative Data Handling and Data Analysis
Related publications and presentations:
Quantitative Data Handling and Data Analysis