Statistical Theory Of Extreme Values And Some Practical Applications
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Statistical Theory Of Extreme Values And Some Practical Applications
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Author : Emil Julius Gumbel
language : en
Publisher:
Release Date : 1954
Statistical Theory Of Extreme Values And Some Practical Applications written by Emil Julius Gumbel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1954 with Mathematical statistics categories.
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.
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
Statistical Theory Of Extreme Values And Some Practical Applications
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Author : Emil Julius Gumbel
language : en
Publisher:
Release Date : 1954
Statistical Theory Of Extreme Values And Some Practical Applications written by Emil Julius Gumbel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1954 with Mathematical statistics categories.
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.
Extremes In Random Fields
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Author : Benjamin Yakir
language : en
Publisher: John Wiley & Sons
Release Date : 2013-08-01
Extremes In Random Fields written by Benjamin Yakir 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 2013-08-01 with Mathematics categories.
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.
Statistical Analysis Of Extreme Values
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Author : Rolf-Dieter Reiss
language : en
Publisher:
Release Date : 1997
Statistical Analysis Of Extreme Values written by Rolf-Dieter Reiss and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
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).
Statistics Of Extremes
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Author : E. J. Gumbel
language : en
Publisher: Courier Corporation
Release Date : 2012-04-27
Statistics Of Extremes written by E. J. Gumbel and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-04-27 with Mathematics categories.
This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.
Extreme Value Methods With Applications To Finance
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Author : Serguei Y. Novak
language : en
Publisher: CRC Press
Release Date : 2011-12-20
Extreme Value Methods With Applications To Finance written by Serguei Y. Novak and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-20 with Mathematics categories.
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.