Contributions To The Theory Of Extreme Values
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Contributions To The Theory Of Extreme Values
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Author : Robert Harris
language : en
Publisher:
Release Date : 1968
Contributions To The Theory Of Extreme Values written by Robert Harris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.
Extreme value distribution laws are obtained for the lifetimes of multi-component systems with replaceable components, under various assumptions on the asymptotic relationship between number of components in the system and number of spare components. Results are given for limiting distribution laws of order statistics from nonhomogeneous samples and samples of random size, and applied to the superposition of renewal processes. An attempt is made to put extreme value theory into a general framework using the notion of a coherent structure, and some new results utilizing this idea are presented. (Author).
Contributions To The Asymptotic Theory Of Extreme Values
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Author : Clive William Anderson
language : en
Publisher:
Release Date : 1971
Contributions To The Asymptotic Theory Of Extreme Values written by Clive William Anderson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with categories.
Contributions To Approximations In Extreme Value Theory
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Author : Edgar Kaufmann
language : de
Publisher:
Release Date : 1992
Contributions To Approximations In Extreme Value Theory written by Edgar Kaufmann and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Contributions To Extreme Value Theory In The Space C 0 1
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Author : Martin Hofmann
language : en
Publisher:
Release Date : 2012
Contributions To Extreme Value Theory In The Space C 0 1 written by Martin Hofmann and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Extreme Value Theory And Applications
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Author : Janos Galambos
language : en
Publisher: Springer Science & Business Media
Release Date : 1994-07-31
Extreme Value Theory And Applications written by Janos Galambos and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-07-31 with Mathematics categories.
The contributions in this volume represent a selection of the papers presented at the Conference on Extreme Value Theory and Applications held in Gaithersburg, Maryland in 1993. Recent rapid advancement in the theory of extremes, in the statistical inference of extreme-related problems and the ever-increasing acceptance of the theory in applications brought together the leading experts in the fields of model building statistics, engineering and business, whose authoritative presentations on these matters are published in this volume. A variety of engineering applications are covered: strength due to fatigue failure, bundle strength of fibre, longest living humans, concomitants of extremes such as characteristics of offspring of the present generation, long-run asset risk, reinsurance, high winds, and other applications. The theoreticians address model building and the newest results of statistical inference, including Bayesian methods. This is the first such mix of the theory and applications of extremes to be published. For statisticians, mathematicians, engineers and business professionals with a basic knowledge of probability and statistics.
Contributions To Extreme Value Theory In Finite And Infinite Dimensions
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Author : Stefan Aulbach
language : en
Publisher:
Release Date : 2016
Contributions To Extreme Value Theory In Finite And Infinite Dimensions written by Stefan Aulbach and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Pioneering Works On Extreme Value Theory
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Author : Nobuaki Hoshino
language : en
Publisher: Springer Nature
Release Date : 2021-06-04
Pioneering Works On Extreme Value Theory written by Nobuaki Hoshino and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-04 with Mathematics categories.
This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme value distribution written by Professor Masaaki Sibuya in 1960, demonstrating various developments of the original idea over the last half-century. Written by active researchers, the unique combination of articles allows readers to gain a sense of the excellence of the field, ranging from theory to practice, and the tradition of theoretical developments motivated by practically important issues such as tsunamis and financial crises. The contributions discuss a range of topics, including the parameter estimation of the generalized beta distribution, resampling with the empirical beta copula, and regression analysis on imbalanced binary data, as well as the semiparametric estimation of the upper bound of extrema, the long-term analysis of extreme precipitation over Japanese river basins, and various rules of thumb in hydrology.
Extreme Events In Finance
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Author : Francois Longin
language : en
Publisher: John Wiley & Sons
Release Date : 2016-09-30
Extreme Events In Finance written by Francois Longin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-30 with Business & Economics categories.
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
Extreme Value Theory
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Author : Rolf-Dieter Reiss
language : en
Publisher: Springer
Release Date : 1989-02-21
Extreme Value Theory written by Rolf-Dieter Reiss and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-02-21 with Gardening categories.
The theory of extreme values has become a broad subject which is difficult to cover by a few authors. It is the purpose of this book to lay out in an expository way the broad spectrum of extremes by contributions, some of which are reviewing recent developments and some are including original ideas and results. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more interesting to mathematically oriented research workers. This was one of the reasons a conference on extreme value theory was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987. The book is split into three parts with a total number of nine sections. The topics covered include probabilistic theory, statistical theory of extreme values, and multivariate extremes and records.
Extreme Value Theory
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Author : Laurens de Haan
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-09
Extreme Value Theory written by Laurens de Haan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-09 with Mathematics categories.
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