Extreme Values In Finance Telecommunications And The Environment
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Extreme Values In Finance Telecommunications And The Environment
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Author : Barbel Finkenstadt
language : en
Publisher: CRC Press
Release Date : 2003-07-28
Extreme Values In Finance Telecommunications And The Environment written by Barbel Finkenstadt and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-28 with Mathematics categories.
Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory of extreme values in the areas of finance, insurance, the environment, and telecommunications. The comprehensive introductory chapter by Richard Smith ensures a high level of cohesion for this volume.
Extreme Value Modeling And Risk Analysis
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Author : Dipak K. Dey
language : en
Publisher: CRC Press
Release Date : 2016-01-06
Extreme Value Modeling And Risk Analysis written by Dipak K. Dey and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-06 with Mathematics categories.
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Statistics Of Extremes
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Author : Jan Beirlant
language : en
Publisher: John Wiley & Sons
Release Date : 2006-03-17
Statistics Of Extremes written by Jan Beirlant 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 2006-03-17 with Mathematics categories.
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 major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Proceedings Of The International Conference On Mathematical Sciences And Statistics 2022 Icmss 2022
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Author : Nadihah Wahi
language : en
Publisher: Springer Nature
Release Date : 2023-02-10
Proceedings Of The International Conference On Mathematical Sciences And Statistics 2022 Icmss 2022 written by Nadihah Wahi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-10 with Mathematics categories.
This is an open access book. The ICMSS2022 is an international conference jointly organised by the Department of Mathematics and Statistics, Faculty of Science, Universiti Putra Malaysia together with the Banasthali University, Jaipur, India. This international conference aims to give exposure and to bring together academicians, researchers and industry experts for intellectual growth. The ICMSS2022 serves as a platform for the scientific community members to exchange ideas and approaches, to present research findings, and to discuss current issues and topics related to mathematics, statistics as well as their applications. Objectives: to present the most recent discoveries in mathematics and statistics. to serve as a platform for knowledge and information sharing between experts from industries and academia. to identify and create potential collaboration among participants. The organising committee of ICMSS2022 welcomes all delegates to deliberate over various aspects related to the conference themes and sub-themes.
Dependence In Probability And Statistics
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Author : Patrice Bertail
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-24
Dependence In Probability And Statistics written by Patrice Bertail 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 2006-09-24 with Mathematics categories.
This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.
Frontiers Of Statistical Decision Making And Bayesian Analysis
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Author : Ming-Hui Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-24
Frontiers Of Statistical Decision Making And Bayesian Analysis written by Ming-Hui Chen 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 2010-07-24 with Mathematics categories.
Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers. This book provides a review of current research challenges and opportunities. While the book can not exhaustively cover all current research areas, it does include some exemplary discussion of most research frontiers. Topics include objective Bayesian inference, shrinkage estimation and other decision based estimation, model selection and testing, nonparametric Bayes, the interface of Bayesian and frequentist inference, data mining and machine learning, methods for categorical and spatio-temporal data analysis and posterior simulation methods. Several major application areas are covered: computer models, Bayesian clinical trial design, epidemiology, phylogenetics, bioinformatics, climate modeling and applications in political science, finance and marketing. As a review of current research in Bayesian analysis the book presents a balance between theory and applications. The lack of a clear demarcation between theoretical and applied research is a reflection of the highly interdisciplinary and often applied nature of research in Bayesian statistics. The book is intended as an update for researchers in Bayesian statistics, including non-statisticians who make use of Bayesian inference to address substantive research questions in other fields. It would also be useful for graduate students and research scholars in statistics or biostatistics who wish to acquaint themselves with current research frontiers.
Mathematics Of Energy And Climate Change
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Author : Jean-Pierre Bourguignon
language : en
Publisher: Springer
Release Date : 2015-07-29
Mathematics Of Energy And Climate Change written by Jean-Pierre Bourguignon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-29 with Mathematics categories.
The focus of this volume is research carried out as part of the program Mathematics of Planet Earth, which provides a platform to showcase the essential role of mathematics in addressing planetary problems and creating a context for mathematicians and applied scientists to foster mathematical and interdisciplinary developments that will be necessary to tackle a myriad of issues and meet future global challenges. Earth is a planet with dynamic processes in its mantle, oceans and atmosphere creating climate, causing natural disasters and influencing fundamental aspects of life and life-supporting systems. In addition to these natural processes, human activity has increased to the point where it influences the global climate, impacts the ability of the planet to feed itself and threatens the stability of these systems. Issues such as climate change, sustainability, man-made disasters, control of diseases and epidemics, management of resources, risk analysis and global integration have come to the fore. Written by specialists in several fields of mathematics and applied sciences, this book presents the proceedings of the International Conference and Advanced School Planet Earth, Mathematics of Energy and Climate Change held in Lisbon, Portugal, in March 2013, which was organized by the International Center of Mathematics (CIM) as a partner institution of the international program Mathematics of Planet Earth 2013. The book presents the state of the art in advanced research and ultimate techniques in modeling natural, economical and social phenomena. It constitutes a tool and a framework for researchers and graduate students, both in mathematics and applied sciences.
Laws Of Small Numbers Extremes And Rare Events
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Author : Michael Falk
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-07
Laws Of Small Numbers Extremes And Rare Events written by Michael Falk 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 2010-10-07 with Mathematics categories.
Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika
Long Memory In Economics
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Author : Gilles Teyssière
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-22
Long Memory In Economics written by Gilles Teyssière 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 2006-09-22 with Business & Economics categories.
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Absolute Risk
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Author : Ruth M. Pfeiffer
language : en
Publisher: CRC Press
Release Date : 2017-08-10
Absolute Risk written by Ruth M. Pfeiffer and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-10 with Mathematics categories.
Absolute Risk: Methods and Applications in Clinical Management and Public Health provides theory and examples to demonstrate the importance of absolute risk in counseling patients, devising public health strategies, and clinical management. The book provides sufficient technical detail to allow statisticians, epidemiologists, and clinicians to build, test, and apply models of absolute risk. Features: Provides theoretical basis for modeling absolute risk, including competing risks and cause-specific and cumulative incidence regression Discusses various sampling designs for estimating absolute risk and criteria to evaluate models Provides details on statistical inference for the various sampling designs Discusses criteria for evaluating risk models and comparing risk models, including both general criteria and problem-specific expected losses in well-defined clinical and public health applications Describes many applications encompassing both disease prevention and prognosis, and ranging from counseling individual patients, to clinical decision making, to assessing the impact of risk-based public health strategies Discusses model updating, family-based designs, dynamic projections, and other topics Ruth M. Pfeiffer is a mathematical statistician and Fellow of the American Statistical Association, with interests in risk modeling, dimension reduction, and applications in epidemiology. She developed absolute risk models for breast cancer, colon cancer, melanoma, and second primary thyroid cancer following a childhood cancer diagnosis. Mitchell H. Gail developed the widely used "Gail model" for projecting the absolute risk of invasive breast cancer. He is a medical statistician with interests in statistical methods and applications in epidemiology and molecular medicine. He is a member of the National Academy of Medicine and former President of the American Statistical Association. Both are Senior Investigators in the Division of Cancer Epidemiology and Genetics, National Cancer Institute, National Institutes of Health.