Statistical Analysis Of Extreme Values

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An Introduction To Statistical Modeling Of Extreme Values

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Author : Stuart Coles
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27

An Introduction To Statistical Modeling Of Extreme Values written by Stuart Coles 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 2013-11-27 with Mathematics categories.

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.

Statistical Analysis Of Extreme Values

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Author : Rolf-Dieter Reiss
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-06-21

Statistical Analysis Of Extreme Values written by Rolf-Dieter Reiss 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 2007-06-21 with Business & Economics categories.

This is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science. Updated and expanded by 100 pages.

Statistics Of Extremes

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Author : Jan Beirlant
language : en
Publisher: John Wiley & Sons
Release Date : 2004-10-15

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 2004-10-15 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.

Statistical Analysis Of Extreme Values

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Author : Rolf-Dieter Reiss
language : en
Publisher: Birkhäuser
Release Date : 2013-10-14

Statistical Analysis Of Extreme Values written by Rolf-Dieter Reiss and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-14 with Mathematics categories.

The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI.

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.

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion. An appendix on regular variation has been added since some required results in that area are not available in book form. The usefulness of the statistical theory is shown by treating several case studies in detail. The book is a thorough, accessible, self-contained, graduate level treatment of modern extreme value theory and some of its applications. It is aimed at graduate students and researchers and requires only maturity in mathematics and statistics.

Extreme Values

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Author : Lee Fawcett
language : en
Publisher: Wiley
Release Date : 2023-10-16

Extreme Values written by Lee Fawcett and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-16 with Mathematics categories.

The statistical analysis of extremes is becoming more and more prevalent as we observe increasing levels of variability and turbulence, both in the natural world, and within social organizations such as commercial and financial institutions. In this book, full coverage is given to the analysis of extreme value data using R, providing the reader with the best starting point for analyzing data when the aim is inference about extreme values of the underlying process. The main topics in extreme value analysis are featured, together with a clear practical guide on how to implement the relevant statistical analysis using R. The book is aimed at those needing to carry out extreme value analyses, examples used will be taken from applications in engineering, reliability studies and in financial analysis where extremes are of interest (e.g. insurance/reinsurance).

Extreme Values Regular Variation And Point Processes

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Author : Sidney I. Resnick
language : en
Publisher: Springer
Release Date : 2013-12-20

Extreme Values Regular Variation And Point Processes written by Sidney I. Resnick and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.

Extremes Values, Regular Variation and Point Processes 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. It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces. The book is self-contained and requires an introductory measure-theoretic course in probability as a prerequisite. Almost all sections have an extensive list of exercises which extend developments in the text, offer alternate approaches, test mastery and provide for enjoyable muscle flexing by a reader. The material is aimed at students and researchers in probability, statistics, financial engineering, mathematics, operations research, civil engineering and economics who need to know about: asymptotic methods for extremes; models for records and record frequencies; stochastic process and point process methods and their applications to obtaining distributional approximations; pervasive applications of the theory of regular variation in probability theory, statistics and financial engineering. “This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!” Bulletin of the Dutch Mathematical Society “This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference.” Revue Roumaine deMathématiques Pures et Appliquées

Extreme Value Distributions

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Author : Samuel Kotz
language : en
Publisher: World Scientific
Release Date : 2000

Extreme Value Distributions written by Samuel Kotz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."

Statistical Analysis Of Extreme Values

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Author : G. R. Kendall
language : en
Publisher:
Release Date : 1959

Statistical Analysis Of Extreme Values written by G. R. Kendall and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1959 with Floods categories.

Climate And Social Stress

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Author : Committee on Assessing the Impact of Climate Change on Social and Political Stresses
language : en
Publisher: National Academies Press
Release Date : 2013-01-28

Climate And Social Stress written by Committee on Assessing the Impact of Climate Change on Social and Political Stresses and has been published by National Academies Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-28 with Science categories.

Climate change can reasonably be expected to increase the frequency and intensity of a variety of potentially disruptive environmental events--slowly at first, but then more quickly. It is prudent to expect to be surprised by the way in which these events may cascade, or have far-reaching effects. During the coming decade, certain climate-related events will produce consequences that exceed the capacity of the affected societies or global systems to manage; these may have global security implications. Although focused on events outside the United States, Climate and Social Stress: Implications for Security Analysis recommends a range of research and policy actions to create a whole-of-government approach to increasing understanding of complex and contingent connections between climate and security, and to inform choices about adapting to and reducing vulnerability to climate change.