Pioneering Works On Extreme Value Theory
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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 Value Theory
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Author : Jürg Hüsler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Extreme Value Theory written by Jürg Hüsler 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 2012-12-06 with Mathematics categories.
The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. 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 of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.
Extreme Value Theory For Time Series
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Author : Thomas Mikosch
language : en
Publisher: Springer Nature
Release Date : 2024-08-02
Extreme Value Theory For Time Series written by Thomas Mikosch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-02 with Mathematics categories.
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models. Rigorous descriptions of power-law tails are provided through the concept of regular variation. Several chapters are devoted to the exploration of regularly varying structures. The remaining chapters focus on the impact of heavy tails on time series, including the study of extremal cluster phenomena through point process techniques. A major part of the book investigates how extremal dependence alters the limit structure of sample means, maxima, order statistics, sample autocorrelations. This text illuminates the theory through hundreds of examples and as many graphs showcasing its applications to real-life financial and simulated data. The book can serve as a text for PhD and Master courses on applied probability, extreme value theory, and time series analysis. It is a unique reference source for the heavy-tail modeler. Its reference quality is enhanced by an exhaustive bibliography, annotated by notes and comments making the book broadly and easily accessible.
Extreme Value Theory With Applications To Natural Hazards
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Author : Nicolas Bousquet
language : en
Publisher: Springer Nature
Release Date : 2021-10-09
Extreme Value Theory With Applications To Natural Hazards written by Nicolas Bousquet and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-09 with Mathematics categories.
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 account for trends due to climate change), and selecting appropriate estimation techniques based on both decision-theoretic features (e.g., Bayesian theory), empirical robustness and a valid treatment of uncertainties. It also examines and critically reviews alternative approaches based on stochastic and dynamic numerical models, as well as recently emerging data analysis issues and presents large-scale, multidisciplinary, state-of-the-art case studies. Intended for all those with a basic knowledge of statistical methods interested in the quantification of natural hazards, the book is also a valuable resource for engineers conducting risk analyses in collaboration with scientists from other fields (such as hydrologists, meteorologists, climatologists).
Fundamentals Of Statistical Hydrology
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Author : Mauro Naghettini
language : en
Publisher: Springer
Release Date : 2016-10-26
Fundamentals Of Statistical Hydrology written by Mauro Naghettini and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-26 with Science categories.
This textbook covers the main applications of statistical methods in hydrology. It is written for upper undergraduate and graduate students but can be used as a helpful guide for hydrologists, geographers, meteorologists and engineers. The book is very useful for teaching, as it covers the main topics of the subject and contains many worked out examples and proposed exercises. Starting from simple notions of the essential graphical examination of hydrological data, the book gives a complete account of the role that probability considerations must play during modelling, diagnosis of model fit, prediction and evaluating the uncertainty in model predictions, including the essence of Bayesian application in hydrology and statistical methods under nonstationarity. The book also offers a comprehensive and useful discussion on subjective topics, such as the selection of probability distributions suitable for hydrological variables. On a practical level, it explains MS Excel charting and computing capabilities, demonstrates the use of Winbugs free software to solve Monte Carlo Markov Chain (MCMC) simulations, and gives examples of free R code to solve nonstationary models with nonlinear link functions with climate covariates.
Reflections On Contemporary Life
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Author : Reza Noubary
language : en
Publisher: Archway Publishing
Release Date : 2019-07-29
Reflections On Contemporary Life written by Reza Noubary and has been published by Archway Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-29 with Social Science categories.
It all started around sixty years ago when a young boy witnessed an earthquake that caused detrimental harm to an innocent community. The unfortunate event left a deep impression on him. He couldn’t forget that when he would ask about it, he would only be told that they must have done something bad to anger the god. Even though he was still young, he did not find the answer convincing. He then devoted almost all his waking moments to thinking about and making sense of what happened that day. He wondered what could have been done to prevent it, leaving him in a disarray of thoughts. This became a stimulant for his inquisitive mind and an incentive to strive to understand disaster-like events. In the case of earthquakes, his struggle resulted in two books and more than fifty research articles. The present book reflects the boy’s (who is now an old man) life experiences and from looking at the world around him as an insider, outsider, majority, minority, winner, loser, believer, denier, single, married, student, teacher, son, father, grandfather, uncle, friend, and enemy. His quest for finding answers to his many questions led him to live and work in places such as Belgium, England, Germany, Italy, Iran, and the United States. In his pass/journey, he had to deal with a hard childhood, poverty, health issues (both physical and mental), revolution, war, shortage, pain and suffering around him, and the stress of learning different languages and adjusting to different cultures. Through these hardships, he learned a great deal about the dynamic aspects of life and the changes that take place accordingly. The book reflects all this together with his multicultural background and views on topics such as social values, living, faith, mathematics, sports, and health.
Bayesian Network Modeling Of Corrosion
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Author : Narasi Sridhar
language : en
Publisher: Springer Nature
Release Date : 2024-06-29
Bayesian Network Modeling Of Corrosion written by Narasi Sridhar and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-29 with Technology & Engineering categories.
This book represents a compilation of experience from a slate of experts involved in developing and deploying Bayesian Networks (BN) for corrosion management. The contributors describe how probability distributions can be developed for corroding systems and BN can be applied as an ideal framework to deal with corrosion risk. Corrosion can develop suddenly and grow rapidly after a long incubation period and take many non-uniform aspects, including pitting and stress corrosion cracking, that cannot be mitigated by simply bulking up the system. They also describe how complex engineering structures and systems are influenced by many natural and engineering factors that come together in myriad ways. It provides a broad perspective to the reader on the potential of BN as an artificial intelligence tool for corrosion risk management and the challenges for implementing it.
Encyclopedia Of Quantitative Risk Analysis And Assessment
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Author :
language : en
Publisher: John Wiley & Sons
Release Date : 2008-09-02
Encyclopedia Of Quantitative Risk Analysis And Assessment written by 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 2008-09-02 with Mathematics categories.
Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.
Chaos Theory Modeling Simulation And Applications Selected Papers From The 3rd Chaotic Modeling And Simulation International Conference Chaos2010
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Author : Christos H Skiadas
language : en
Publisher: World Scientific
Release Date : 2011-05-31
Chaos Theory Modeling Simulation And Applications Selected Papers From The 3rd Chaotic Modeling And Simulation International Conference Chaos2010 written by Christos H Skiadas and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-31 with Science categories.
The work done in chaotic modeling and simulation during the last decades has changed our views of the world around us and has introduced new scientific tools, methods and techniques. Advanced topics of these achievements are included in this volume on Chaos Theory which focuses on Chaotic Modeling, Simulation and Applications of the nonlinear phenomena. This volume includes the best papers presented in the 3rd International Conference on CHAOS. This interdisciplinary conference attracted people from many scientific fields dealing with chaos, nonlinear dynamics, fractals and the works presented and the papers included here are of particular interest that could provide a broad understanding of chaos in its various forms.The chapters relate to many fields of chaos including Dynamical and Nonlinear Systems, Attractors and Fractals, Hydro-Fluid Dynamics and Mechanics, Chaos in Meteorology and Cosmology, Chaos in Biology and Genetics, Chaotic Control, Chaos in Economy and Markets, and Computer Composition and Chaotic Simulations, including related applications.
Journal Of The American Statistical Association
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Author : American Statistical Association
language : en
Publisher:
Release Date : 1976
Journal Of The American Statistical Association written by American Statistical Association and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Electronic journals categories.
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.