We meet every Wednesday at 2.30 PM (IST) on zoom (for the link please register below)
If you are interested and would like to access the lecture materials, please register by filling up the form
Some books that we should look at and try to learn from.
References:
Extreme Value Theory: An Introduction By Laurens de Haan, Ana Ferreira
Extreme Value and Related Models with Applications in Engineering and Science By Enrique Castillo, Ali S. Hadi, Narayanaswamy Balakrishnan, Jose M. Sarabia
Extremes and Related Properties of Random Sequences and Processes By M. R. Leadbetter, G. Lindgren, H. Rootzen
Extreme Values, Regular Variation and Point Processes By Sidney I. Resnick
Statistics of Extremes: Theory and Applications By Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef L. Teugels, Chris Ferro
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling By Sidney I. Resnick
An Introduction to Statistical Modeling of Extreme Values By Stuart Coles
Modelling Extremal Events: For Insurance and Finance By Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Extreme Value Theory-Based Methods for Visual Recognition By Walter J. Scheirer
Extremes in a Changing Climate: Detection, Analysis and Uncertainty
Climate Time Series Analysis: Classical Statistical and Bootstrap Methods By Manfred Mudelsee