[Matematisk statistik]
[Matematikcentrum]
[Lunds tekniska högskola]
[Lunds universitet]
[Övriga kurser]
The course has three main objectives which are summarized below.
The subject row must be formatted as follows:
example: "re:Assignment 3 by d08xhj, d08gp3, and d08fjh", or "Assignment 3 av d08xhj d08gp3 och d08fjh"
Example: If there are two activities "assignment" and "assignment part 2" then any subject containing the text "assignment part 2" is correctly matched. The text "assignment part 3" will be matched by "assignment" and "part", "3" is interpreted as students.
During the course we will use material presented in various
papers. The
following books will be the main references:
Please note
that you need to use
your STIL/Lucat account in order to get access to these
books.
Extreme value theory has been subject of much practical and
theoretical work in the last few years. Recent developments have
introduced very flexible and theoretically well motivated
semi-parametric models for extreme values which now are at the stage
where they can be used to address important technological problems on
handling risks in areas such as wind engineering, hydrology, flood monitoring and prediction, climatic changes,
structural reliability, corrosion modelling, and large insurance
claims or large fluctuations in financial data (volatility).
Submission of reports for computer assignments
Please note
that all reports should be sent as an attachment to the e-mail address
specified in the computer assignment. You should follow the following
instructions when you submit your report:
The syntax for the subject row is: (any text) (activity name) (by|av) (student user name) (and|och) (non digit letter) (student user name)
NOTE! short activity names might match a user name and cause a parse error, example: activities in the course: D0, R the subject "R by d0ab, d0cd" will give the match: ignored chars: "report by", matched activity: "d0", users: "ab", "d0cd"
Literature
Other literature references
The follwing books are recommended to those students who are more interested in
rather mathematical presentation of extreme value theory.
Some useful links