Search for tag: "estimators"

Rafal Kulik EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Rafal Kulik Talk Title: Estimation of cluster functionals for heavy tailed time series Abstract: In this talk…

From  Anna Munro on June 3rd, 2021 0 likes 4 plays 0  

Antoine Usseglio-Carleve EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Antoine Usseglio-Carleve Talk Title: Extreme expectile regression - Theory and applications Abstract:…

From  Anna Munro on May 26th, 2021 0 likes 5 plays 0  

Michael Lalancette EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Michael Lalancette Talk Title: Concentration and asymptotic normality of the empirical variogram, with…

From  Anna Munro on May 25th, 2021 0 likes 2 plays 0  

Jochem Oorschot EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Jochem Oorschot Talk Title: Extreme U-statistics Abstract: Extreme U-statistics (joint work with Johan Segers…

From  Anna Munro on May 25th, 2021 0 likes 3 plays 0  

Frederico Caeiro EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Frederico Caeiro Talk Title: A comparison of generalized and extended Hill estimators Abstract: Co-authors:…

From  Anna Munro on May 25th, 2021 0 likes 5 plays 0  

Marco Oesting EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Marco Oesting Talk Title: Long Range Dependence in the Tails Abstract: The presence or absence of long…

From  Anna Munro on May 25th, 2021 0 likes 4 plays 0  

Pim van der Hoorn EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Pim van der Hoorn Talk Title: Tails in networks: a tale of finding the right slope. Abstract: Network…

From  Anna Munro on May 24th, 2021 0 likes 2 plays 0  

Anna Ben-Hamou EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Anna Ben-Hamou Talk Title: Non-asymptotic bounds for Probability weighted moment estimators Abstract: In…

From  Anna Munro on May 24th, 2021 0 likes 3 plays 0  

Ligia Henriques-Rodrigues EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Ligia Henriques-Rodrigues Talk Title: Box-Cox estimation of parameters of extreme events Abstract: The…

From  Anna Munro on May 19th, 2021 0 likes 3 plays 0  

Holger Drees EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Holger Drees Talk Title: Bootstrap for block-based extreme value statistics Abstract: Let $(X_t)_{1\le t\le…

From  Anna Munro on May 19th, 2021 0 likes 3 plays 0  

Chen Zhou EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Chen Zhou Talk Title: Distributed Inference for Tail Empirical and Quantile Processes Abstract: The…

From  Anna Munro on May 18th, 2021 0 likes 7 plays 0  

Maria Ivette Gomes EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Maria Ivette Gomes Talk Title: A few Progresses in Statistics of Extremes through the use of Generalized…

From  Anna Munro on May 13th, 2021 0 likes 5 plays 0  

FDS-S2-03-1-1 principle of A/B testing

We explain the principle of A/B testing, and how to derive confidence intervals for the difference in population proportions using the bootstrap.

From  David Sterratt on January 28th, 2021 0 likes 199 plays 0  

FDS-S2-01-2-2 Bias and variance

We'll introduce the concept of bias and variance of estimators.

From  David Sterratt on January 14th, 2021 0 likes 237 plays 0  

Topic 48: Maximum Likelihood Estimation (PETARS, Chapter 6)

This video introduces the maximum likelihood estimator (MLE) technique as a way of determining a good estimator for a given probabilistic problem. This method is very straightforward and intuitive,…

From  James Hopgood on October 26th, 2020 0 likes 76 plays 0  

Topic 46: Cramer-Rao Lower Bound (PETARS, Chapter 6)

In this video, the question of finding the lower bound on the performance of all estimators for a particular probabilistic problem, as a benchmark with which to compare the performance of a given…

From  James Hopgood on October 24th, 2020 0 likes 95 plays 0