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Extreme Value Theory

Extreme Value Theory
Author: Laurens de Haan
Publisher: Springer Science & Business Media
ISBN: 0387344713
Size: 32.54 MB
Format: PDF, Kindle
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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity
Extreme Value Theory
Language: en
Pages: 418
Authors: Laurens de Haan, Ana Ferreira
Categories: Mathematics
Type: BOOK - Published: 2007-12-09 - Publisher: Springer Science & Business Media
Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some
Extreme Value Theory with Applications to Natural Hazards
Language: en
Pages: 481
Authors: Nicolas Bousquet, Pietro Bernardara
Categories: Mathematics
Type: BOOK - Published: 2021-10-09 - Publisher: Springer Nature
This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be applied. The approach consists of a number of steps: data selection and correction, non-stationary theory (to
Extreme Value Theory in Engineering
Language: en
Pages: 389
Authors: Enrique Castillo
Categories: Mathematics
Type: BOOK - Published: 2012-12-02 - Publisher: Elsevier
This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex
Extreme Value Theory and Applications
Language: en
Pages: 520
Authors: J. Galambos, James Lechner, Emil Simiu
Categories: Mathematics
Type: BOOK - Published: 2013-12-01 - Publisher: Springer Science & Business Media
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem
New Extreme Value Theory for Heterogeneous Data
Language: en
Pages: 99
Authors: Wenzhi Cao
Categories: Mathematics
Type: BOOK - Published: 2020 - Publisher:
Rigorous risk analysis helps to make better decisions and prevent great failures. Extreme value theory has been a powerful tool in risk analysis and widely applied to risk analysis in finance, insurance, health, climate, and environmental studies. In classical extreme value theory, the sequence of data is assumed to have
Extreme Value Theory im Risikomanagement
Language: de
Pages: 153
Authors: Markus Zeder
Categories: Mathematics
Type: BOOK - Published: 2007 - Publisher:
Books about Extreme Value Theory im Risikomanagement
Statistics of Extremes
Language: en
Pages: 522
Authors: Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef L. Teugels
Categories: Mathematics
Type: BOOK - Published: 2006-03-17 - Publisher: John Wiley & Sons
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a
Extreme Value Distributions
Language: en
Pages: 185
Authors: Samuel Kotz, Saralees Nadarajah
Categories: Mathematics
Type: BOOK - Published: 2000-01-01 - Publisher: World Scientific
(Imperial College Press) A monograph describing the central ideas and results of probabilistic extreme-value theory and related models stemming from the work of E. J. Gumbel in the early 1940s. An up-to-date extensive bibliography supplements the invariate and multivariate distributions and their applications. DLC: Extreme value theory.
Extreme Values, Regular Variation, and Point Processes
Language: en
Pages: 320
Authors: Sidney I. Resnick
Categories: Mathematics
Type: BOOK - Published: 2008 - Publisher: Springer Science & Business Media
This book is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors.
Multivariate Extreme Value Theory and D-Norms
Language: en
Pages: 241
Authors: Michael Falk
Categories: Mathematics
Type: BOOK - Published: 2019-02-07 - Publisher: Springer
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional