BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Models for Complex Extreme Events Davison, Anthony


The last few years have seen very rapid advances in modelling complex extreme events, such as extreme spatial rainfall, wind- storms and the like. Much of this advance has been based on the use of max-stable processes for modelling maxima, but more recent work has concerned peaks over thresholds modelling, which is known to be more e cient in simpler settings. It turns out that it is both more e cient and somewhat easier in complex settings also. This talk will survey recent advances in this area, with special reference to modelling extreme rainfall.

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