Course Catalog - 2004-2005

     

STAT 639 - EXTREME VALUE THEORY

Long Title:
Department: Statistics
Grade Mode: Standard Letter
Course Type: Seminar
Credit Hours: 3
Description: EXTREME VALUE THEORY ***** Extreme Value Theory is used in many areas such as financial markets, risk management, environmental studies, as well as network design. In this course we will study the theory and practice of extreme value theory. ***** Prerequisite(s): STAT 431, STAT 532, and 533 are not required but are recommended.