Supplementary material: videos#
On this page videos related to extreme value analysis are collected together. Note that there may not be a perfect overlap between the content in the chapters of the book and the videos; use the video titles to find relevant content. In case of doubt, always refer to the written contents of the book.
The following videos were used in another course and give more depth on some topics, but are included here because there is a lot of overlap with the EVA content of MUDE.
1. Introduction to EVA and overview
2. Design requirements: Bernoulli trial and Binomial distribution
3. Block Maxima and Generalized Extreme Value distribution:
4. Peak Over Threshold and Generalized Pareto distribution: Introduction
5. Peak Over Threshold and Generalized Pareto distribution: Poisson process
6. Peak Over Threshold and Generalized Pareto distribution: Threshold and declustering time selection.
Only the first three minutes of this video are within the scope of this course.