Por Soraia Pereira (Ciências ULisboa) e Lídia André (Lancaster University).
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.
It is advised that participants install RStudio, together with the packages "ismev" and "evd", previously to the session.
Transmissão via Zoom.