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Extreme Value Statistics

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RSS training

From Thursday 23 November 2017 -  10:00am
To Friday 24 November 2017 - 04:30pm

Location The Royal Statistical Society, 12 Errol Street, London, EC1Y 8LX

Presented by Janet Heffernan and Harry Southworth

Level - Professional

CPD 12 hours

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 the cornerstone of this subject and which enable extrapolation to levels beyond those already observed in a dataset.


Organiser Name Tessa Pearson

Email Address This email address is being protected from spambots. You need JavaScript enabled to view it.

Organising Group(s) Royal Statistical Society