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STAT 858 - Statistical Modeling of Dependence and Extremes
A first graduate course in extreme value theory and copula dependence modelling. Topics include copula models, dependence measures, order statistics, maximum domains of attraction, extreme value distribution, peak over threshold method, generalized Pareto distribution and selected additional topics. *Prerequisite: STAT 851 or permission of the Department Head.* 3.000 Credit hours 3.000 Lecture hours Levels: Graduate Schedule Types: Lecture, Examination Mathematics & Statistics Department Restrictions: Must be enrolled in one of the following Levels: Graduate

STAT 858 - Statistical Modeling of Dependence and Extremes

A first graduate course in extreme value theory and copula dependence modelling. Topics include copula models, dependence measures, order statistics, maximum domains of attraction, extreme value distribution, peak over threshold method, generalized Pareto distribution and selected additional topics. ***Prerequisite: STAT 851 or permission of the Department Head.***
3.000 Credit hours
3.000 Lecture hours

Levels: Graduate
Schedule Types: Lecture, Examination

Mathematics & Statistics Department

Restrictions:
Must be enrolled in one of the following Levels:
Graduate

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